In the manga she doesn't laugh either. The dialogues are similar to the same scene in the anime but Grete holds back her laughter. She doesn't laugh because Grete is trained to endure any kind of torture. Even so, in the anime when Lily tickles her foot it seemed like she was holding back her laughter because of the way she moves her foot and the face she makes while enduring it. And what you said, it's a shame she doesn't laugh because even though she has been trained, it would have been funny to see that tickling is her weakness.