It could also be because some of the jokes are heavily dependent on the delivery/word play, japanese comedy (in my experience) unlike western comedy relies heavily on similar sounding words or even the kanji of words at times for comedy, other than the fact that it is nearly impossible to translate this to English the fact is that we aren't used to this type of comedy, we are used to gag type of comedy which relies on something incredibly stupid or something meme worthy to make us laugh, hence why memes are so popular even though most of the times it's just dumb shit that we gag at.
Also the concept of memes is foreign to most Japanese people (at least that's the impression I got from the few sources I have) so if you translated memes into japanese most of them wouldn't laugh either.
There's also the fact that since we don't understand the implied intonation and delivery that we can't separate the punchline from the rest of the joke, hence why when we hear voice acting in anime which exaggerated this in the delivery we actually laugh even though we got no fucking clue what the joke actually is but the guy said it in a funny manner. This is especially true in works that rely heavily on delivery or running gags, for example if you've watched the monogatari series anime you'd know just how much difference the delivery of words can have on a joke, typical example is Mayoi fluffing up Araragi's name as a running gag, if I read this in a manga(not that I've read it since it's inferior in every way to the anime) it would just seem unnecessary but the way the voice actor says it in the anime gives it so much personality that even though I don't understand the word play I can find humour just in the delivery.
Finally it depends on whether you can derive humour from weird facial expressions, many comedy manga rely much too heavily on facial expressions, for example Grand Blue, even though it's one of the most critically acclaimed comedy manga most of the gags are just their funny expressions, if you don't find that funny, you aren't going to enjoy it.
Without going into the type of humour that japanese people enjoy since you can find (if you search hard enough) almost every single type, the fact is that some cultures just have different sense of humour, for example the British are into self deprecating humour, Americans are into race-based humour (not racist humour because comedy isn't racist) etc, the japanese are more into the humiliating humour so if you don't enjoy that you won't like the many of the popular ones.
There's also the fact that because of cultural differences many things that are funny for the Japanese aren't funny for the rest of the world(and vice versa).
Lastly it could also be that you are just looking in the wrong place, I personally almost never read 4-koma or web comics (unless they are cross-dressing/gender bender -weird preference I know) so maybe you shouldn't read those, also just because it has the comedy tag doesn't mean it's intention is to make you laugh, for example many ecchi series are inherently labelled as comedy because for some reason people find sexual interactions funny, you might not agree with this but this is how the tag system works.
