Pshaw, that ain't true! In fact, I'm trying to think of a funny conservative comedian...and I'm drawing a blank. Are there any? Colbert doesn't count, since A) he's not all that funny, and B) he *plays* a conservative, but I dunno that he actually is one.
Many comedians are Jewish, and the bulk of Jews are liberals. Many comedians are black, and almost all of them are liberal. In the humor arena, liberals pretty much own the store.
Bob Hope? Was he conservative? Heh, that's going pretty far back in time. There must be at least a few of them around now though. Weird that none are coming to mind. But then again, I have smoked a lot of pot over the years, and maybe some of my brain cells are taking a vacation.