I don't know that it's necessarily true that there are "so many" atheist comedians (I'm assuming in comparison with those that follow some religion or faith). There are many outspoken about their atheism, but I don't know if it's true that more comedians are Atheist.
I think the difference is that those who speak out about their Atheism, usually in their routines, do so in mainstream appearances. Comedians who are of a certain faith usually don't mention it in their material unless it's meant for a specialized audience.
I know that there are definitely many non-athiest comedians out there, and I have seen/am planning to see a few. In college, we had a Muslim and a Jewish comedian both on the same night as part of a "Festival for Peace" program. Even though they were brought specifically because of their religions, their faith only constituted a small part of their material.
My church is having a popular Christian comedian this summer, and I plan on attending that show. The comedian does tend to pigeonhole himself though by labeling himself as a "Christian comedian", though I'm sure he'll have material that has nothing to do with Christianity or any religion.
Another thing I've noticed too is that the comedians I have seen who I know are religious do not bash other religions or Atheism the way that Atheist comedians tend to bash atheism. And many comedians never even bring up their religious beliefs.
Guys, i think OP is starting to tell a joke. He's gonna make a great punchline as long as someone responds properly! Okay okay here we go...
*Ahem* Well GEE OP! Idunno! Why ARE we atheists so damn good at comedy?
In case you were serious though...it's probably because the restriction of drugs, alcohol, certain foods, certain sexual pleasures, certain marriages, ceertain words, certain attitudes, and certain ways of THINKING have left Atheists with slightly...
Because they are hilarious, I mean have you watched Ray comfort's youtube channel? it's the funniest thing ever. Him, Eric Hovind, Venomfangx, Sye ten bruggencate, and William' lane craig, that is some funny s**t right there, I suggest you watch them they are hilarious