This is my opinion, and seeing as I once got banned from this board for voicing a similar one I was a bit reluctant about posting this one but I just watched a video about what makes people angry titled "This video will make you angry" and I did get angry, and since I barely browse this board I'm going to share my opinion, because I'm angry.
There are rules in comedy, unwritten ones but also rules that any person with half a brain would understand exist, like guidelines, and these guidelines prevent comedians from joking about a lot of things. For example, the most obvious one would be that a comedian who wants to be successful has to be politically correct, there's no way around it. And before you jump the gun there are of course politically incorrect comedians, who make sexist jokes and use slurs like "faggot" but they are really underground and usually only have one popular performance. The thing is that while your act might be "offensive" it always has to stay in the "I'm just joking with you" spectrum, you can make a joke about ugly people, you can joke about a bad driver who happens to be a woman but you can't take it further than that, and when you do joke about it, you need to have a cover-up strategy, like a comedian making fun of a group of people and then saying something offensive about themselves like remarking on the fact that they are fat or balding so the audience would go "you see, he makes fun of everyone even himself, not just women", but I digress. Point is, comedians nowadays more than ever are politically correct, whether they like it or not, and because of that most White, male, comedians revert to joking about everyday situations they find themselves in, about their daily life. Just look at Louis CK, it's his entire premiss, even has a show where he just goes about his daily business. And it's not just him, Ricky Gervais? Same thing, I even recall him mentioning in one of his stand-up acts that he refrains from doing political stand-up for the obvious reasons. Those comedians build their acts around your daily life situations, like going to the bar with your mates and getting drunk, or taking your kids to watch a Miley Cyrus concert, they refrain from touching touchy political subject because they know that if they've got a controversial view on something, people might not take it as a joke but actually get offended by it, which is why they either go full politically correct or leave it out all together. But not all male comedians are like that, just watch any black, or Latin comedian, half their acts are about how white people are bad, and how they are the victims etc etc, but why? Because they get a pass at it, they get to make fun of White people, and White males because in their case IT IS politically correct, it's NOT racist, so they go for it. Can you imagine a White male comedian talking about how he doesn't like blacks or their culture? POC comedians on the other hand? https://www.youtube.com/watch?v=Nab0hln0ad8
And when it comes to women comedians, it's pretty much the same thing. Notice how most of them are liberal or feminists or both. Can you imagine a woman making an act about how she went to the bar with her girl pals and they had a few martinis and how some guys were totally checking them out? It's not funny. Women comedians often compare themselves to men in their acts, often where the moral is that women are better and if they do something in a certain manner it's because the male dominated culture we live in tells them to do it that way. Or they joke about sexual stuff, but unlike a guy who jokes about how he screwed up with a woman, which a lot of guys can relate and find funny, a woman would joke about how bad a guy was in bed and didn't manage to satisfy her.
Or in other words, to be a little bit more politically correct myself: Women don't get men, their comedy often is to self centered, something that a majority of male viewers can't get a laugh out. So while the women in the crowed are shouting "GIRL POWER" the men are just going "meh".
Also, check this out for size: https://www.youtube.com/watch?v=LZJ-_OTvsqo you see how he acts? You see stage persona? This is the heart of the show, now show me an act where a woman comedian carries out a similar persona? Comedy is art, aside from funny jokes you need to have your own act, you have to own the stage in your own way, and one thing I've noticed about female comedians is that most of them act exactly the same, they just stand there telling the jokes.
I can go own for a while but I'm getting bored, cheers mates.
Here's the video I mentioned in the beginning for anyone who was interested: https://www.youtube.com/watch?v=rE3j_RHkqJc