The thing about camp is that the best camp isn't aware it's campy. The tragically ludicrous, the ludicrously tragic, as The Simpsons very aptly put it.
AHS is self-aware and insincere all the time, and is extremely dependent on decades of camp imagery, which it culls from, references, and reproduces, in the hope that some of it will stick.
"...everyone finally shut up, and the audience could enjoy the beginning of the Anatevka Pogram in peace."