Seriously, y'all don't find Gutfeld funny...or at least clever? I've followed him since the days of "Red Eye." Jesse Watters is also entertaining.
This marks a significant difference between conservative and liberal political humor. No, Jesse Watters is not entertaining at all, not to me. His style is anathema to what I consider humor.
1. The essence of liberal humor is
wit. Wit is the invocation of hidden contradictions, absurdities or inconsistencies in the established order, which is normally experienced as a whole, complete set of social norms. That makes wit a type of speaking truth to power, which is why it appeals to liberals. Some of this has been a relatively recent development, but the idea of wit as a tool to speak truth to power goes back at least as far as Jonathan Swift.
Wit is only effective when it's non-obvious. It's all about revealing what is hidden. So liberal political humor arises from the audience coming to realize the implications of what is described in the setup. Hemingway once said something like (I'm paraphrasing) good fiction is an iceberg, where the most important parts remain underwater. That's liberal political humor. If the setup for a joke is point A, and the punch line point E, a liberal comic will say A, B, C -> E, leaving D to the reader, and it's the realization of that D that creates the laugh.
2. Conservative humor's essence is mocking, and the targets are marginalized groups. For conservatives, humor originates in any departure from the status quo. Liberals celebrate difference; conservatives condemn it. This is why liberals consider conservative humor to be exceedingly "on the nose." The conservative comic's task is to describe something weird in great detail; that frees the audience to laugh at that thing because it's weird. Conservative political humor is about stuffing difference into the standard boxes and showing that the pieces don't fit. This is why you folks laugh at the idea of gender fluidity. It's why you have jokes about which member of a gay couple is the woman and which is the man. Your goal is to project what you see onto your a priori worldview, and where there are conflicts, it's not the system that is mocked but the conflict.
Liberals mock too, but for the most part the mocking is of behavior or of the system, not of people. That has become less true this century, in part because it's increasingly difficult to distinguish the behavior from the person. Dana Carvey ruthlessly mocked GHW Bush, but the joke wasn't that the president was stupid. It was rather that he talked in stupid ways, as an attempt to cover for the underdeveloped ideas the GOP was pushing. That was the central joke in the famous mock Bush-Dukakis debate. By contrast, Trump simply is stupid.
Liberals also implicitly laugh at hypocrisy. What makes Trump particularly mockable isn't that he's an idiot; it's that he's an idiot who thinks of himself as a genius, who convinces his followers that he's not stupid; and the result creates absurdities. Trump followers end up adopting stupidity as a personality type, politically speaking, because their standard bearer demands it. Hence, mocking behavior becomes indistinct from mocking the person. When Pam Bondi says that Trump saved 250 million lives, the first thing we laugh at it is the utter stupidity of that comment. The next thing is, "how could any serious person say that?" and hence the collapse of the person/behavior distinction.
3. Here's an example: political humor in Monty Python, and in particular the "Help, help, I'm being oppressed" scene and the "what have the Romans ever done for us" scene. Neither are on the nose. The peasants don't say "look at how ridiculous we are, spouting 20th century political theory in the Dark Ages." They don't have to. It's left to the audience to figure out the incongruity. The humor is speaking truth to the power of leftist political theory (among the intellectual classes, not the actual political system), and in particular the tendencies of leftists to mechanistically apply simplistic (but dressed-up) ideas to situations where it's entirely inappropriate. And the viewer is supposed to reach that judgment. The film doesn't have to say the peasants are ridiculous; we can see it.
Same thing with the "what have the Romans done for us"? That's mocking the persistence of leftists ideas -- ones that originated in an experience of impoverished oppression -- in a society that increasingly meets everyone's material needs. They say, "what have the Romans ever done for us?" but the subtext is "what has capitalism ever done for us" and the answer is, quite a lot actually. And the humor comes from the reader drawing that connection, from the gradual realization during the scene that the radicals deep down know that their complaints are petty, but having gone all-in on theories of resistance, they can't step back. Again, the viewer is doing a lot of work.
So these two scenes are about liberal humor mocking liberal causes. The underlying mechanisms of the humor are not fundamentally different than Swift mocking British imperial callousness.
4. Imagine how Jesse Watters would do these scenes. In the "what have the Romans done for us" scene, the protests would come from an external observer. Perhaps a narrative character; maybe a Roman. The viewer wouldn't be encouraged to realize for him/herself that the radical Jews are ridiculous in their petty squabbles; it would be asserted by a character with authority and the viewer would be left to laugh at the accuracy of the depiction (as they see it). In the "help, help, I'm being oppressed," the conservative comic would be unable to resist making assertions about the poor economic efficiency of the peasant's purported anarcho-syndicalism. Arthur would say something like, "you stupid git. Look at your pathetic agricultural production. No wonder you're hungry." The audience would laugh at the attempt to do something different.