Because conservatives aren't funny and conservative "humor" is mean-spirited to the point where it's uncomfortable
Dennis Miller was funny in the 80's according to what I've heard from comedians talking on podcasts, but the guy is now a cranky Fox News pundit who embarrassed himself in the Michelle Wolf situation. I'll agree on that one.
Nick Di Paolo is a righty and is funnier than most of the big name darling left wing comedians. By that category, I'm talking the Aziz's and Schumer's of the world = the comedians that non-comedy fans can name. Radio guy Anthony Cumia is a righty but is one of the funniest and quickest wits in the podcast / internet radio game. Those are exceptions, but the funniest guys tend to be somewhere near the centre, but lean slightly liberally when it comes to social issues.
A guy like Bill Burr is equally comfortable attacking both sides. Dave Chappelle may have blasted Trump, but he also gave a beating to #MeToo. Jim Norton will blast both sides. Hicks and Carlin (RIP both) did the same. The best comics know how to stride the line. They don't join sides.
I was about to mention guys like Burr and Chappelle earlier. I agree that those are the best comedians cause they give you the chance to laugh at yourself and everybody else. Its why South Park has been so successful as well. Of course, they all piss off conservative and liberal snowflakes. ---
