You nailed it. The late Christopher Hitchens once wrote a piece about how women largely lacked the ability to be funny. Chris was a great mind, and he made many salient observations to support his case, but I cannot wholly agree with his conclusions. For one, I have found some of Sarah Silverman's stuff funny (even if that might be driven by an underlying desire to fuck her senseless, which I've wanted to do since her guest-starring role on a Star Trek episode). And I think my fiancé can be crazy funny.
Still, I reckon they are exceptions to a rule...you want funny? Look to male comedians. Or either gender of SJWs, as you can tolerate them. That piece of shit Jefferson! That jackass Ghandi! Pretty soon their slippery slope will call for anything Reagan did since he smoked in some of his movies, and JFK? LOL. CIC Pussyhound, with all of his exploits, not the least of whom was fucking Marilyn Monroe ... eventually that crab-eyed fucker will be targeted, too.
Thing is, I find plenty of women funny. Julia Louis Dreyfus was probably first - hilarious on Seinfeld. Not funny "for a girl," just legit f'n funny. Then it was mostly 90s (and beyond) SNLers: Cheri Oteri, Kristen Wiig, Tina Fey, Amy Poehler, Rachel Dratch, Kate McKinnon, and Vanessa Bayer are/were fantastic; Molly Shannon, Maya Rudolph, and Ana Gasteyer could also be good, depending on the skit. Also think Melissa McCarthy is pretty damn funny, too.
But none of them do stand-up, far as I know.
And, yeah, we're all supposed to bow at the thrones of Radner, Curtain, and Newman, but their stuff hasn't aged well. Roseanne Roseannadanna had me rolling at 11, but I couldn't even sit through it today. Someone wanna recommend a funny female stand-up, I'm more than willing to watch.
