In my understanding: they aren’t making jokes with the expectation that their audience laughs at the joke itself. The audience is laughing at the target of the joke. In this sense, you might say the right doesn’t meme, and further speculate that they can’t meme.

So yeah they post and repost a lot of “memes,” but it’s never really to be like: “look at this clever meme I made,” it’s just “look at this meme that makes fun of x people”. Their accusation of humorlessness is just a confession.