Speaking from considerable experience, been doing stand up for 4 and a half years now, many of us took to telling jokes because of the scurrilous lie that women find a good sense of humour attractive. The truth is closer to: when a woman finds a bloke attractive, she will laugh at any old sh*te he spouts.
Women don't have to strive as hard for fornication, and the pressure is less. Also, it's a very masculine profession, standing on stage shouting, 'laugh at me, look how funny and awesome I am' and then telling a room full of people that a heckler is a c*nt.
Edit: Lucy Porter and Nina Konti are both gorgeous and relatively successful comics.