They really are. The right, or large portions of it, has a great sense of humor. But it’s a humor that’s directed outward. They don’t laugh at themselves, they laugh at others, and very well they do it.

Now big names on the right are trying to show they can laugh at themselves. But the only way they can think of doing this is to put on a silly garment and get photographed. Without the garment, one assumes, they would figure there was nothing at all silly about them.
The left is different. They’re supposed to be humorless, and it’s true they often get pissy about the things the rest of us get up to. But in my experience they tend to laugh themselves. The first time I heard the term “p.c.” it was in college, as in “Yep, tonight we’re eating real p.c.” when the rice and lentils were being served. I was reminded of this when reading Bechdel’s big new Dykes collection. So many of the strips make fun of the lesbians just for being left-wing lesbians with left-wing lesbian attitudes, eating habits, etc.
I’ve read my share of right-wing prose and I’ve known a few conservatives in my time (some fine people, some not), but I can’t remember ever hearing a conservative make fun of himself/herself for being a conservative. They might say there’s nothing funny about conservative beliefs because (in their view) conservative beliefs make so much sense. But left-wingers take their beliefs seriously too. I would guess it’s the matchup between the person and the belief that strikes left-wingers as funny. All these sweeping principles about the earth in balance and the global revolution of the poor, and what they come down to is serving lentils. Whereas conservatives, at least our modern-day variety, tend to feel that they and their principles make a fine match. Turning the course of history from collectivism to freedom — why, sure, that’s right up my alley (my theoretical conservative says) and it does me credit that I take on the job.
When I was in Florence, I was struck by all the people who wanted pictures of themselves standing next to Michelangelo’s David.  Without them, they figured, the photo would be incomplete. Reminds me of conservatives.