The level of humour I experience from spoken Spanish (especially on day-to-day conversation) is on another level compared to English. This is solely based on some words/phrases sounding way more funny in Spanish than in English. Can't think of any examples, but generally a quick 2-3 word phrase in Spanish will carry some (intended) funny-ness to it, whereas in English, the joke is on the meaning of the words rather than the sound and expression of it.
My English comprehension level is comparable to native speakers, so it's not because I'm missing any jokes. This is not to say I don't enjoy comedy in English, in fact, I seem to enjoy it as much as anyone else.
I was thinking about this as well, words and phrases carrying certain emotions etc. But it might be just that as a non-native speaker, I am not attuned to it so it's harder to pick up on. I think it's definitely there though.
My English comprehension level is comparable to native speakers, so it's not because I'm missing any jokes. This is not to say I don't enjoy comedy in English, in fact, I seem to enjoy it as much as anyone else.