Well in my simple understanding of German i would draw a parallel with eating...in english we say " After lunch we are going home" however i have noted that if you have some nouns after a dative imperative word eg Nach dem Mittagessen gehen wir zu Hause...In english we dont say after THE lunch so i think its the say with Spaß and zu in this case...If I am wrong please point me in a better direction. Dankeschön
"To make fun of something" Is primarily used as an idiom to mean "to joke about something". In English fun is something that you have and very rarely something that you make.
Er machte zum Spaß = He had fun
If you were to say "he made fun" In English I would wait for you to tell me [i]who[/i] he made fun of, i.e. who he "joked" about.
I say this as an American native English speaker, not as a professional so correct me if I'm wrong guys.