My reasoning to why there are no "funny female comedians" is that guys have a harder time relating to jokes by women than jokes by men. Men either talk about food, sex, or marriage (there are comedians who specify in other things, like Carlos Mencia, but that's a bad example because he's not funny). Everyone eats, everyone has sex, and both men and women get married. Women often talk about the same things, but they'll talk about what food does to their weight, or dildos, or complain about men. Men tend not to care about what food does to their weight, they tend not to use dildos, and they tend to take criticism worse then woman (unless a woman is in a fight, don't criticize your girlfriend or wife while fighting). Also, sex with women tends to be about all the guys they've had sex with whereas men often mock themselves or speak in general terms, like jokes about their weight in sex or how some people think that nodding their heads a bunch and not moving is having sex. Women can relate to those jokes, but a man doesn't want to hear about a dildo.
Also, every example in there I've heard from a standup comedian.