1) "Liberalism" or "Progressivism" or "Leftism" or any other term you wish to use is a philosophy in support of change to the status quo.
2) "Conservativism" is a philosophy in support of preservation to the status quo.
3) Comedy is subversive of the status quo.
Period. There is no comedy without an inherent "if things were different" take on subjects. Comedy exists to mock that which is, not that which could be. One can joke about politics by pointing out the failings of what is, not the failings of what has been suggested.
One can write conservative jokes... but they're flightless waterfowl. A joke is a thing the powerless use to hurt the powerful and powerless conservatives are called reactionaries and they never have a sense of humor. A reactionary mindset is the sort of thing that bans humor because it recognizes the subversive nature of the art.
That's why Dennis Miller has ceased to be funny ever since he sided with the Republicans: there's no inherent humor in "morning in america" when you're trying to defend it. And that's why the Blue Collar Comedy Tour hews carefully to physical humor, situational humor, and ethnographic humor - the philosophy of conservativism is diametrically opposed to comedy.
This is not worth 2000 words describing why Rush Limbaugh's jokes aren't funny.