There is another thing, referencing Chris Hitchens, that women just aren't as funny as men. It's probably true. Probably to a big degree.
But that still doesn't explain why the women that are considered funny are not. There are still funny women even if fewer of them are funny compared to men.
If I'm being completely honest about it, I would say that It's Always Sunny In Philadelphia is showing us the true nature of things. Dee is funny, but she is one among five. That's probably representative. Also, note that the comedy use with her is just different. It almost has to be more sophisticated than with the men. Dudes, frankly, don't like funny chicks that much. It's like having bigger biceps. No man wants a chick who can pick him up and throw him on the bed like a
side of beef.