Walker (1987) is a very funny satire of manifest destiny but is played very straight, such that I think you might have to genuinely be a leftist to notice the jokes. It's by the guy who did Repo Man, which might also fit the bill but this is better.
Inherent Vice (2016) is a screwball noir comedy about capital taking over Los Angeles.
Triangle of Sadness (2022) is a lot of things but should fit the bill for you. Actively Marxist captain, L'internationale playing in the kitchen, etc.
White Lotus season one (2020) is a great and genuinely thoughtful comedy about the myriad of different ways the super rich are terrible. A tour-de-force performance by the guy who plays the hotel manager as a doped-up Basil Fawlty.
I dont fully agree with Triangle of Sadness. It was almost there, but in the end it libbed out and went with 'anyone can go mad with power, even poor people'.
I agree, but the question wasn't "what's a left comedy with good politics", it's a comedy and it does critique capitalism. I thought the ending sacrificed the message as well. First act with the models was the strongest I thought.