It's interesting to think about this one. I think in general dudes are more likely to have a developed sense of humor because it's an asset that makes them attractive. The stereotype of dumb/bland beautiful women is true to an extent, they've always been able to get what they want thanks to good looks so haven't really developed other things like humor that much.
Funny females obviously exist, you're a great example of that. I think most female comedians just try too hard, especially when they try to exaggerate dirty humor they think the guys like (see Amy Schumer, she's fucking obnoxious).