The ony important thing in all of this to me, is to not have the audience reaction affect you. Or if it does, never let it be known. Clapping for yourself is not IMO a good idea. It not only insults the audience, but makes the band look pathetic also. Making any comments about the lack of response does the same.
If you play a lot of places, you're bound to encounter this sooner or later, I don't care how good or entertaining of a band you are. I've been there, and in situations where I'm certain it wasn't because the band sucked. Some crowds are just weird like that, they don't clap, they don't acknowledge the band, and there's no good reason why. Just a group mentality kind of thing. There's an awkward silence after one song, and everyone just follows along. Works the other way too, which is why I always felt it important if showcasing, or playing a really important gig, to make sure you have a good amount of your home team there. People seem afraid to really like something they don't already see other people liking. You have a bunch of people cheering you on, everyone wants to be a part of it. You have silence after a song, and no matter how great you are, people question themselves. That's my experience.