I have no read nor watched the video but I just want to share my thoughts you.
I definitely also think men have more humor than women in the big picture. Some intuitive thoughts; humor is some sort of defence mechanism and a way to socialize. Through the history of the human species men have been the dominating gender -> "women in the kitchen and making sandwiches structure". The importance of being able to show humor was more important for men than women, since they socialized and competed with other men to gain glory, power, moneyz, and girls. If the woman can make good sandwhiches and make us comfortable; then she did her job well.
Shortly said; I think this is a result of social structures affecting our attitude. To be more "extreme" you could probably say there is an evolutionary imperative to why men have more humor than women.