One problem is the limited topic selection. On ChickComedy , for instance, the majority of monologues seem to be about relationships. But here's a bigger problem: to be funny you have to do the work of writing jokes rather than just go on stage and talk about your life in a humorous or exaggerated way. The latter might work when you're telling your besties about your day over dinner, but for stand-up the bar is higher since you're talking to strangers who don't care about your life. While there are unfunny male comics and unfunny female comics, it seems to me that women fail more often at meeting the basic requirement of coming up with good material.
The best comedians are two steps ahead: not only are their bits fabricated (even if inspired by something that happened), they expect their audience to be aware of and comfortable with this fact. For example, Louis CK once went, "So I was in a bar the other night. [Pause]. Doesn't matter where, cuz I'm lying. [Roar of laughter.]"
To be sure, there are several women whose standup I've enjoyed watching tremendously — Ellen, Sarah Silverman, and Chelsea Handler come to mind — but they always seem to go on to bigger things. Where are the female George Carlins and Russell Peterses?
I suspect there are evolutionary and/or cultural reasons why we laugh more at jokes told by men than women, so it's definitely going to be an uphill battle. But I don't think it explains the level of discrepancy that exists. Any theories?
[I realize it's easy to be an armchair critic, especially of things you've never tried doing yourself. That said, I'm spending more money on stand-up these days, and if this post leads to suggestions of funny women I wasn't aware of, and I pay to go see them, that will have been a constructive outcome.]
 ChickComedy on Youtube. Warning: autoplay.