I have never been to a strip show, but burlesque is rowdy and funny- some are vaudeville-style. The audience is actively engaged, loud, and goofy. I'd imagine strip shows are more testosterone-fueled binges than rounded entertainment.
Great explanation as I have been to both and the audience at Burlesque in a lot of acts become part of the show and strip tease, the one is the show but there are those in strip tease that are better than just clothes removal in their dance.