That's a good question

I had to look up Greg Gutfield. It's a small sample, but I suspect you are right that he is not funny. I have no idea what his politics are apart from seeing that he appears on Fox News. My general impression---I don't watch cable news of any flavor---is that many, if not all, of the people on Fox are neither humorous nor serious.

And Wait, Wait does feature dad jokes about politics, but in my experience they're jokes told by a rather crass New York secular liberal dad. It's not the kind of thing I can reliably keep on in the car with my kids.

I honestly couldn't name you one person doing current-events humor who I find funny these days. I will grant you that Bill Maher and Jon Stewart have the rhetorical skills to be funny, but while I have heard them land jokes, I have never found them reliably amusing. I don't regularly consume any media put out primarily for its value as humor, and certainly not anything contemporary. So I don't think I have anyone responsive.