In an interview with the Frisky's Jessica Wakeman, Cho noted,
It's interesting; a lot of women who are successful in comedy are lesbians. Or they have a fluid kind of gender identity, like I do. I am very fluid in that capacity. [Cho has had relationships with both men and women. She is currently married to a man.] But you can't really be a successful female comic if you give a s**t what guys think at all. So a lot of heterosexual women end up dropping out because they just care too much about what guys think. I think that's why there's always lesbians who take over because they don't care. It's just an element to their personalities that helps them get by.
Cho has a point that women, especially heterosexual women, are socialized to seek approval at all times, and that can get in the way of comedy, which is all about no holds barred.
But it's a little more complex than that: There's another genre within popular female comedians that Cho doesn't mention: cute girls with dirty mouths. This has included Chelsea Handler and Sarah Silverman, as well as Jenny McCarthy. So far, Olivia Munn, who has said, "I date different guys of different religions and races so I can always make the joke" about that background," seems to belong in that category as well. Generally speaking, they all seem to give a shit what guys think. Is it to the detriment of their comedy? Depends if you're laughing or not.
Margaret Cho Talks Homicidal Exes And Camel Toe [The Frisky]