I always think this incident was evaluated the wrong way
IMO Lebron was not laughing at KG in an act of confidence. Like someone mentioned Lebron was showing off in a blowout game, with AND 1 moves to embarrass the Celtics
KG took exception to it and fouled him hard. Instead of retaliating back to KG, Lebron laughed in a "I don't wanna fight him but I'm going to pretend to act confident" look on his face
Whether or not it was a laugh of fear is up for debate, it was no where near a confident taunting laugh to me