It is actually an interesting point. On Mark Thomas of course, he is not 'centr-left' or 'liberal-left' like many comedians or general media types, but solidly 'left-wing'. In that sense, he was way to the left of New Labour and like you said, would lay into them endlessly.
A lot of criticism aimed at the Tories is in fact just criticism aimed at the government. People may not like to admit it but the majority of decisions made will be very similar irrespective of government, and the problems dealt with will largely be the same.
How comedy reacts when the decision makers are 'centre-left' will be interesting to see. A lot of their material will cease to be, or they'll just lob it at whomever is in government.
Really like Joe Lycett btw - enjoy