As per other comments, women being played by men was and is a venerable tradition in British comedy and not actually very transgressive at all. It feels more "transgressive" now than it did then, I think because we imported US culture war stuff in the last decade or so.
I don't think HN actually hates humour, it just has a relatively high bar. Some of my most upvoted comments have been jokes. But I like to think they were reasonably good ones.
Regarding the Pythons and transgression, I think for me it's probably a case by case thing. There's obviously "good" transgression and "bad" transgression, but I suppose you have to have some support for the willingness to transgress, if you want positive social change to be a possibility.
Regarding specific things the Pythons said, the most actually transgressive-at-the-time thing I can think of is probably Graham Chapman's overt homosexuality and support for gay rights, which was no small thing in 1970s Britain.
Edit: Or you could make a case for it being the "blasphemous" Life of Brian, although I don't think the public outrage about that was really in step with mainstream opinion.
Edit2: I'm wondering whether Some Like it Hot, Milton Berle etc were considered transgressive in the US? Were these things not actually quite mainstream in the 20th century, even in the US?