I've seen Stalin made fun of on a number of occasions.
"When Stalin instructed his lieutenants to 'pound the peasant', they took it literally."
Chairman Mao was made fun of on Monty Python.
I think it has a lot to do with personality aspects. There's more to make fun of in Hitler's case. Notice that all of these clips revolve around Hitler getting really, really angry, which you can't say for the cool, reserved dictators of the East.