The reason why anime is never that funny is because almost all anime mimicks the comedic timing of manzai acts.
Manzai is just a vaudeville style, stand up comedy, double act where one person tells a story or a funny joke, usually drawing on surreal humour, while the other reacts in an over the top, theatric reaction. Usually presented in a rapid fire format. It's a very basic formula, and is good for drawing out a chuckle in small doses.
You may have noticed that a lot of anime follow this similar format.
The truth is, Japanese comedy can be varied, subtle, clever and hilarious, and the Japanese public do appreciate comedy from a wide variety of local and foreign traditions.
However, anime has the tendency to be samey and trend-following, so the humour ends up being bland and uninspired.