It's no surprise whatsoever that it's a hit. Part of that being that the left's "comedy" talk show audiences are spread out. There are a bunch of them. There's only one Gutfeld.
Same reason Fox News took such a huge market slice and dominated everyone else, or why conservative talk radio got huge back in the 80s and 90s. Underserved market that's nearly half the population of the country. The media elites are so entrapped in their left wing bubbles, and have been for decades, that they genuinely don't think there's a market for other views (or they view serving that market as immoral and thus not something they, or anyone else, should do.
We've also seen that happen in comics, as comics have become captured by progressives and more preachy, manga has exploded and become the driving force of the comic medium. Movies that appeal to the right often do much better than the critics expect, even when they are legit bad movies, because of that unmet demand.
I expect we'll start to see this happen in video games and other entertainment as well if they continue to push for wokeness. After all, that market is large, and you'll find a lot of money in such a market. It's one of thebreasons the prog left is so desperate to deplatform and try and rig people on the right out of the financial sector, they know the demand and money are there, but if people can never get it out or can't pay for it, it doesn't matter.