First of all, it's not that surprising to find places in Quebec named "Saint-Someone-de-Something". They like their saints in Quebec. This particular one, however, has 'silliness' written all over it. Though there are a dozen groovy fake etymologies out there, based on all kinds of aboriginal languages, the simple fact is that the name probably comes from good old French, where 'haha' is apparently a word for 'unexpected obstacle on the way'.
So, Saint Louis of the unexpected obstacle in the way. Well, a big boulder in the road can test the patience of anyone, including saints, so I suppose that's all well and good. But what really matters is how somehow some stray punctuation turned the obstacle into a guffaw. Because (a) exclamation points in your community's name = awesome, and (b) belly laughs in your place name = double awesome. They seem to have crept in via cartographers unfamiliar with the 'obstacle' meaning of the word 'haha'. I suppose they saw the name "Saint-Louis-du-Haha" and thought, "these poor villagers have no idea how to punctuate onomatopoeia". Or perhaps not.
In other news: Saint-Louis-du-Ha! Ha! is home to 1408 people, who are called 'louisien' or 'louisienne', the Louis in question is also shrouded in mystery, there is also a river, a lake and (most awesomely) a pyramid in Quebec named Ha! Ha!, the Wikipedia page for the town has pages in Hebrew, Welsh and Silesian, and, lastly, there is also a community called "Westward Ho!", avec exclamation point, in the UK.