The problem many female comedians have is that their act is based on "being a woman", treating themselves as a minority when they are actually the majority. As such most of them are very predictable and not too amusing. Similar to many black comedians who stick to "being black" as their act, or many gay comedians who stick to "being gay"
It is why heterosexual white men tend to be the best comedians. For the simple fact they tend not to base their entire act around a single obvious theme and instead have a broad act with lots of differing humour.
Sure good comedians don't stick to such a blatantly obvious act, but sadly most of the bland comedians do. Or Americans as we call them.