Why can’t conservatives break through on late-night TV? For years, that was an open cultural question. The left, of course, had “The Daily Show” and “Last Week Tonight With John Oliver,” among others. Once the Trump era began, progressives could also point to hosts like Stephen Colbert, Jimmy Kimmel and Seth Meyers as being politically simpatico. The right had, well, no one. That is, until Greg Gutfeld. Formerly a health and men’s magazine editor, Gutfeld joined Fox News in 2007 to helm the later-than-late-night chat free-for-all “Red Eye.” He worked his way up the network’s schedule, and in 2021 his...