Compare if the situation was reversed for the following phrase: "Oh, you're so much more dependable than my actual gf." Or "Oh, you're so much funnier than my actual girlfriend". Men would get far more offended than women. Why is that? Why aren't there as many female comedians?

I think that biologically, women value the intimacy and sexual appeal that their mate seeks in them, and are jealous/threatened when he seeks it in others. While men value the respect and sexual availability that their mate gives to them, and are jealous/threatened when she gives it to others. It ultimately goes back to the very real difference that women can have less children simultaneously than men, and therefore men are the first to be sacrificed for the good of the group and polygamy was a very natural state for men who were the ones who risked and died in wars and other adventures to provide for their tribes.

I highly recommend you read this: http://denisdutton.com/baumeister.htm