I'm not sure it has to really do with anything other then a willingness to put ones own suffering into words, and expect 0 sympathy from the people you talk to. See, a lot of jokes are kinda mean spirited if you think about it, most if not all of the greatest hailed comedians tell stories of abuse, of emotional and physical trauma, or personal folly and extreme embarrassment, that never or rarely paints themselves are right or good. And people then laugh at these jokes, because it triggers a sort of sympathetic response, but also in conjecture to the part of the brain that processes unbelievable events, the unexpected or sudden. When a person goes up on stage and talks about how their mom beat them up as a kid, and showed them 0 sympathy, it makes us laugh kinda because we're told mothers act a certain way, and yet we know there are many who didn't, so its both sympathetic and absurd.
The entire realm of analyzing comedy is quite intriguing, you could probably make 2 master thesis on it and still not fully cover half of it.
Now onto why woman, or more specifically modern woman, seem to think that the world of comedy is made to be against them, and why there are those who think woman aren't funny. Throwing my own two cents into it, its that there isn't a barrier to entry, so much as there is an unwillingness to commit to ones art from many woman who go into this. As I stated before, being a comedian or telling jokes, is about being laughed at no matter whether what you say hurts you, or hurts someone you like, or isn't something you would normally ever talk about. It's like going to a therapist where the therapist cackles at each emotional reveal you make and then gets up on the table to scream at you that you aren't good at your job, IE the heckler. This sort of thing has been around since comedies earliest days with mankind, dating back tot he jesters of medieval europe to the disrepsected playwrights and philosphers of greece.
Now I'm not trying to say that woman are too soft, or that all woman need thicker skin. What I'm saying is that in modern times there's been a heavy drive for a lot of woman to be "taken seriously" and to "combat misogyny", which bascially says you can't make fun of woman, or woman issues, or any hardship a woman goes through, without being a horrible monster who supports rape of the newborn daughter. This is a problem because men who go into comedy are expected to bear all of their hardships to an audience who will give 0 fucks and mock their pain. Woman are being taught this behavior isn't acceptable, and its fucking their chances of actually being funny, because even those who do shake off this mentality must now preform to an audience who might fully embrace this outlook, and see their act as self-hatred of the female gender, or telling really true stories from their lives to entertain others.
You can make a joke about how much of a dumb fuck a guy can be and how many blunders they make, and how they generally don't know anything or don't understand humor. But one word about a woman not being able to drive well, and suddenly you might as well have brought a housewife on stage, and sapped her for not making you a sandwhich and grabbing you a beer.
This problem also extends to race to an extent, but even then compared to woman, a lot of comedians know how to turn pain from being a minority into comedy, and don't get a high horse about it with demanding everyone take them seriously ever. Because that's one of the major things that kills comedy, demanding respect from your audience. Because once they give you that, a lot of your attempts to tell jokes will be meet with uncertainty and a nervous look for approval to laugh, which kills the mood a lot.
Now you may think I'm full of shit for implying a lot of the modern mindset for woman are killing their chances for comedy, but I want to remind you that this is the same decade that's seeing more subjects become taboo then ever before, and a lot of the calls for it are from woman, both minority woman and non-minority woman, but a lot of them are woman, or men who really don't want ot be mocked or laughed at, which is the antithesis of comedy. Watch any of the feminists or extremely liberal comedy vids on youtube, and you will likely see a person standing on a stage dressed in all black, sometimes with an acoustic guitar, sometimes with an ukulele, sometimes not, but often making political statements on privilege and how oppressed they are in place of making jokes about themselves.
That in my opinion is what's going on. You can say its biology, and maybe you're right, but we've been fighting biology for a really long time now. Social and cultural taboos seem the biggest driving facotr, and todays taboo is that you can't make fun of subjects having to do with woman.