It's true that drop-dead gorgeous women aren't as compelled to be funny, or otherwise appealing, but there are a lot of women who fall short of that, without having fallen so short that they are outright "ugly". Reasonably attractive women, in other words. I'm not sure his theory adequately covers them, although it's true that they wouldn't have to work very hard to get laid by a random male stranger either..
When I was in the base level class at Improv Olympics ( which is one source for recruiting at Saturday Night Live ) the woman co-founder ( Charna ) was pushing hard for minority candidates and comediennes. There were nowhere near as many women "trying out for the part", for some reason. As a white male, one was at a disadvantage, precisely because there were so many trying out. The competition in that particular sector was fierce. Eventually this may even out. Perhaps it mirrors other aspects of society.
It's interesting that there may be a parallel or link in this to Ivy's great thread "In Commercials Men Are Dumb" that is in the archives at INTPc, I think. Does this relate to the "not so familiar with self-deprecation" theory being advanced ? It's not true that women can't make fun of themselves, in the private space. In the public space, maybe there's something to that, however, just as people are saying there's no jokes one can make about Obama right now. It's not Obama saying "don't make jokes about me" nor women saying "don't make jokes about us", though. Hmmm.
I haven't seen that many comediennes, but of the ones I can recall, I think of them as being more likely to make fun of men in their act, than making fun of other women, however. Maybe those jokes just stuck with me more because I am a man, but I don't think so. * shrug *
I think women have the inner capability to be just as funny, if not funnier, than men, however; and so why this isn't happening more often with stand-up is a mystery. Maybe it has something to do with women being generally discouraged ( by "society" ) from showing certain emotions, just as men are steered in certain directions as children, and on up.