The quote "Anyone who doesn't laugh has something on their conscience, you can be sure of that" implies that laughter is a sign of a clear conscience. When individuals are burdened by guilt or remorse, they may find it difficult to embrace humor or joy, suggesting that laughter can be a reflection of one's emotional state. This perspective invites readers to contemplate the relationship between feelings of guilt and the ability to enjoy life.

In the context of Philip Pullman's 'The Twelve Brothers' from his collection 'Grimm Tales', this statement could highlight the complexities of the characters' moral dilemmas. It suggests that those dealing with the consequences of their actions might be unable to find the levity in life, pointing to a deeper commentary on human emotions and the impact of regret on our ability to connect with joy.