If you're comparing 'men tying to be funny' and 'women trying to be funny' then you're either going by a) your own idea of what 'funny' is, which is so incredibly subjective and personal, or b) what the world in general perceives to be funny, and at risk of sounding like a sanctimonious bore, that's never going to be comparing like with like while women and men are perceived to fulfill different roles in society, as others have said more eloquently. So it's a bit of a redundant question in my opinion - although that doesn't mean it's not interesting to discuss
why that is.
I think there's still a general idea (which I completely disagree with) that women are more squeamish and genteel than men, and so any comedy by women which goes against this (i.e. anything at all crude/weird/smutty/dark/cruel etc.) can come across a bit try-hard and grating, but I think that's mainly
because there's this inherent prejudice and so anything which goes against it seems like it's trying to prove a point, whereas similarly-themed comedy made by men isn't necessarily up against that initial hurdle.
I can see a certain style of humour that women seem to like more than men, which is the Millican / Hart / Wood / Snack the Pony comedy of recognition, where there is a sort of giggly 'Oh yeah haha that's me thats me that that's me that's so me' satisfaction of having a heightened version of your own life (or the embarrassing bits) reflected back at you. In contrast, I can neither identify with it, nor do I seek that satisfaction from that dynamic in a comedy, meaning it has less value to me.
Not to single you out as this is totally fair point, but I do find generalisations like this quite frustrating - I'm not into that sort of twee giggly humour and it bothers me that there's an expectation of 'this is what all women like' (although I appreciate many do).
I'd never really thought about relatability being something that people look for in humour but I guess that is something that appeals to me on some level, although I don't really find it in yer Millicans et al. But then where does 'relatability' end? You could argue that the appeal of, say, any sitcom scene involving a socially awkward/embarrassing situation (of there are obviously millions involving men) comes from the ability to recognise and put yourself in that scenario.
I think people are just into what they're into, really.