The realm of comedy has, unfortunately, been dominated by men throughout history. Early Shakespearian play stages used male actors to portray females, leaving them no chance for advancement, and movies nowadays are still more likely to cast a man for a part meant for comic relief over a woman.
Luckily, women have begun making their way up the humor stage in the last century, but they still struggle to be taken (not) seriously where joking around is involved. It does not help that studies have proven men are, on average, funnier than women. This does not indicate that picking any one man from a crowd will guarantee that he has a good sense of humor, but people will likely assume his comedic superiority to a random woman picked from the same group. However, most fail to acknowledge why this is, and how it will eventually change if gender equality continues moving in the right direction.
There are multiple elements that make something objectively funny, these depend on the timing, audience and topic. Psychological studies have also shown most jokes need to be somewhat problematic to trigger laughter because they catch listeners off guard. If this is true in these cases, then the data makes perfect sense because of historical gender roles.
Women are traditionally expected to be more soft-spoken and kind and generally use less foul language and offensive speech because of this stereotype. Essentially, men feel safer dropping questionable punch lines because it is more acceptable for them to do so. They also tend to dominate the conversation and thus find more opportunities to drop less relevant points into everyday discussion.
While women have been preoccupied with gaining a voice in more important areas like the government and the home, it is reassuring that once these bigger roles are taken care of they will also find a voice in more enjoyable subjects like comedy.