Not all comedy has to be from jokes. I get that comedy lightens the more serious mood or tone which seems to be what he's more focused on and going for. Still, I would have never through of Derren as a comedy mentalist, even in his earlier days.

Derren has a sense of humor, but his main goal doesn't seem to be getting laughs. It appears it's often one of his goals.
People like to laugh, and he's good at being funny in his own way. If you're good at being funny why not use that gift? It's plain that Derren doesn't always want laughs. I'd guess he doesn't want a dead-serious show, either. When you spend 80 quid apiece for the cheap seats you want to have a fun night. There has to be some laughter somewhere along the way. I like the scripted moments that feel like improvisation. Now that I think about it, David Copperfield always elicited laughter from his audiences in the same fashion. "Your name is Bambi?... (turns to male participant) …and you must be Thumper!"

I laughed out loud when I read in "Tricks of the Mind", "The first real hypnotist, Franz Anton Mesmer (from whom we of course get the modern word Frank), arrived in Paris in 1778..."

In order to categorize performers or rather performances, one has to look to the following variables:

Overall atmosphere of the performance
main theme of the show
effect style
Premise and goal

None of the above variables can be answered with "comedy" for Derren Brown I think.
Moreover, one has to differentiate the word comedy and humour.
For comedy the aim is to present a holistic comedic approach. Humour is used sparingly along the show.

Humour is an important factor for the structure of a performance. You want the audience on fluctuatious (rather than fluctuating) ride and offer different kind of experiences.

suspense, astonishment, laughter, silence, rush, relaxation, mystery and surprise. It is all about the journey.

I don't think Brown is a comedy mentalist but I think he's an outstanding showman. I think he could be a comedian or he could do a comedy mentalism show.

No, I wouldn't say that Derren Brown is any one thing in particular.
His shows are a masterclass in light and shade, with moments of high drama, amusement and feel-good awe.

I do feel that a major problem with some people's acts are that they are all one thing. It's either all comedy or high drama from start to finish and generally that equals boring. It is very hard if you only have 15 minutes and not a 3 hour show to inject highs and lows, light and shade into an act, but it is possible.

I have found that using humour (not comedy) breaks the ice and involves an audience like nothing else. You can then hit them with the high drama and they will be with you. This coming straight out and trying to involve a 'cold' audience in high drama from the start never works well as they are not interested or invested. First, be interesting, inject some humour and the audience will invest further. Then hit them with the OMG drama.

He’s witty and charming. But I wouldn’t say he’s a comedian