First, I actually do think that Marx's style of comedy has made a comeback in recent years. It should be familiar to anyone who watches Family Guy, the Simpsons, Futurama, or Venture Brothers. I call this style "quick humor." Think of their fast-paced, gag-laden, blink-and-you-missed-it jokes and background gags. This is TOTALLY Groucho's style. Seriously, watch Duck Soup. Notice his sense of timing. Notice his mastery of the witty rejoinder. These aren't jokes with elaborate build-ups; they're quick, witty one-liners -- and they're HILARIOUS.
Actually, if you want to compare Groucho to anybody, it should be his brothers, whose humor didn't age nearly as well. I mean, you have Harpo, the least funny of the bunch, who did this weird silent clown thing. That was funny? Must have been a vaudeville thing. And then you have the bizarre, quasi-racial humor of Chico. Apparently, his whole "Italian" bit was a mainstay of their vaudeville act. This isn't to say racial humor can't be funny (see Chapelle), but the way Chico does it is decidedly NOT funny. No point in getting into Zeppo here; he was a straight man, plain and simple. A sounding board for the others' humor. I'm not saying the Marx brothers were never funny as a troupe; just that Groucho's humor aged better than the rest.
Now let's look at Lenny Bruce. It's kinda difficult, because there doesn't seem to be that much surviving footage of his act -- at least not on Netflix. In the one performance I've seen, he was mostly ranting about his troubles with the law. It wasn't very funny. However, I've read enough of his quotes to know that he was a witty, insightful guy who did have funny things to say. Nonetheless, at first glance, it would seem that his cultural notoriety is somewhat disproportionate to his actual wit. Why does everybody revere this guy so? Carlin was a contemporary, and a LOT more funny.
I think Bruce was more significant as a boundary-pusher than as a humorist. I mean, to our jaded ears, nothing he said was particularly controversial. But to the straightlaced mid-century audience, this guy's act was like a slap in the face. His comedy was such a part of its time that it's hard for anyone under 70 to appreciate it. Even Carlin's "Seven Words" routine doesn't pack the same punch that (I imagine) it once did. But Bruce paved the way for Carlin, and Carlin went on to say some much funnier things : particularly his dead-on (and completely hilarious) send-ups of the English language and our propensity for euphemisms.
And we see this kind of thing happening even now. I remember (oh god I'm old) when The Simpsons first premiered. It was edgy! It was subversive! It was totally of-a-piece with Groening's hilariously bitter Life in Hell series. But who thinks of The Simpsons as edgy (or even remotely funny) now? It's a relic. A hold-over. We watch it out of habit, if at all. So what happened? Well, South Park stole much of its boundary-pushing thunder. Plus, South Park, for better or for worse, doesn't shy away from staking out social and political positions, whereas the Simpsons rarely made such statements, and when they did, were kinda all over the map. Of course, now we have Family Guy, which is definitely one of the most boundary-pushing shows on the air. Whether you like it or not (and I do!) you have to admit they set an entirely new bar for what is acceptable in mainstream entertainment. South Park is suddenly that much less shocking.
So, in summation, I'll posit that Groucho Marx is funny again because his humor was stylistic, and style is, by nature, cyclical. Lenny Bruce is no longer funny, because his humor derived from offending the sensibilities of a time long past.
But here's the trick : morality is cyclical as well. You can look back at world history -- hell, even American history -- and see the waxing and waning of various ideas of "decency." So perhaps if we ever do have a New Victorian age, Bruce's humor will be relevant once more.