Codswallop. We, the audience, are not complicit. Really. All we are is an audience. If someone got out of their seat and went up on stage and said, "Richard, thou art a mean man and should'st not do these evil things. Stop it now or I'll give thee such a pinch!", then security would come and detain you for interrupting a public performance. And if they didn't, then the audience would haul you out of there and beat you for ruining something they (over)paid to see.
There is such a thing as the fourth wall (the imaginary wall of a box set, separating the audience from the actors). It can become sort of fluid, especially if you've got a thrust stage or theatre in the round or theatre in the park, etc, and it's okay for actors to break the wall (depending on the kind of production it is) by directly addressing their soliloquies to the audience. This does not mean that the audience gets to talk back. Even if the actor grabs your foot (as has happened to me) or spews saliva your way (as has fortunately not happened to me, but I've seen it happen to others) or accidentally sprays stage blood on you because of a particularly vicious slaying in Titus Andronicus, you are not allowed to respond in kind without fear of reprisal.
I was fortunate enough to attend a Shakespearean performance at the Globe Theatre in London last year.
My daughters and I went to see A Midsummer Night's Dream. Set in a sort of early 1930s-ish milieu, with a Puck who looked like Sally Bowles, it was a hilarious and enjoyable production put on by a small cast playing multiple roles. I didn't mind (much) standing there as a groundling for the two and a half hours it lasted because I was thoroughly entertained.
I remember, when the Globe first opened, reading comments by actors and directors saying they wanted to get back to the kind of audience "participation" that used to exist in Shakespeare's day. I don't believe them. At the production I went to, there was a bit of hooting by the audience, and a few phrases bandied about. At one point, the actor playing Bottom came down off the stage as if to confront one of the hecklers. But this was not a two-bit Las Vegas lounge act and Bottom had lines to get on with, so he ended up ignoring the member of the audience (who, thank goodness, knew when to stop interrupting, so that the episode kept just this side of annoying).
There was a moment when even I wanted to shout out something. Bottom was going on about how he had dreamt thus and such, and that he was going to get Peter Quince to write a ballad about it, and it should be called . . . and then there was a long pause as he appeared to be thinking of a good title. It went on so long, I wanted to shout out "Bottom's Dream! Call it Bottom's Dream!" but I didn't, because 1) it would've ruined the actor's delivery (such as it was), and that's not a nice thing to do, and b) it may have annoyed audience members who feel, as I do, that you paid to see the actors perform, not the audience, and c) it may have embarrassed my daughters.
I'm not saying there should be no audience/actor interaction. Not at all. This production of A Midsummer Night's Dream had lots of breaking of the fourth wall by the actors in some very hilarious ways. (One of my favorites was when Helena, after finding Hermia in the forest and clutching her to her bosom, began pouring forth all her woes, and Hermia, over Helena's shoulder, turned to the audience and very distinctly mouthed the words "Help me!") And the audience responded by laughing, applauding, cheering, and so forth, thus encouraging the actors and letting them know the audience appreciated their efforts. But we were no more complicit in Oberon's efforts to get the four lovers paired off appropriately than we were likely to go up and tell Helena to leave Hermia alone. Unless it's truly experimental theatre, the play is going to go the way it's written, and the audience isn't going to stop it.
So, please, all you critics out there who think you've got some new psychological angle with which to impress your readers, stop telling me I'm complicit with Richard, or Macbeth, or Iago, or blah blah blah. I'm not. And neither are you.