After the crew realizes that Alara's clown was real, Gordon makes one of his usual one-liner jokes about "watching out for pies". Ed, however, super-seriously agrees and also recommends watching out for other clown accessories. Even for a comedy-drama like The Orville, this dialogue is a bit "on-the-nose". Until the end of the episode when we learn that everyone Alara was seeing at this point was programmed by Isaac who, per the episode "Pria", is still learning the intricacies of humour. So the awkward dialogue here is actually consistent with a simulation created by Isaac.
Alternately, it's possible that when they originally told Isaac about their fears and explained the concept of "Evil Clown" to him, Gordon and Ed cracked those exact jokes about how a hostile clown might threaten people in Alara's simulation. They were being sarcastic, but Isaac transcribed their quips verbatim into the scenario.
Also, if you think about it - if you've reached the point where mysterious demon clowns are mysteriously appearing and disappearing on your ship, is mysterious demon clowns with deadly pies, seltzer water and balloon animals THAT much more unreasonable?
Although it's never stated, Isaac may have actually worked one additional fear of his own into the simulation: the fear of going insane. While artificial beings like Isaac wouldn't have the kinds of visceral phobias or instinctive reactions to danger that organic life forms experience, we know from his passing remarks that his people Mercy Kill defective programs, and the prospect of developing a serious glitch is probably as close to a "greatest fear" as his kind can harbor. Hence, Alara's first encounter with the clown is staged in a manner that's intended to leave her doubting her own sanity, albeit not for long, since she accepts that possibility so readily that it's obvious madness isn't a major fear for her.
Another "brilliance and horror" moment for the Fridge. Alara's parents (particularly her dad) are not very supportive of her, her choice of career, her friendships with human crew members, and even overtly call her stupid (well "slow"). She's probably had to put up with this her whole life. Little wonder her confidence isn't great. Kelly states outright that Alara decided to do the simulation - even to the extent of again threatening to resign - after meeting her parents, suggesting their lack of support had a profound impact on Alara.
It's revealed that Gordon has a fear of surgery. Which adds another layer to his freakout in the episode 'Pria', when he wakes up to find his leg amputated.
