Having thought about this question overnight, I concluded that, whether male or female, clothing can be uncomfortable but, more frequently, it is not so much discomfort as restriction or inapproptiateness that's the problem. Let me explain.
Personally I don't regard wearing a man's suit and tie as uncomfortable - but it would be if I was sitting on a beach in the sun. Likewise, I don't find stockings or tights or bras uncomfortable but they, too, might feel uncomfortable out walking on a hot day.
Looking more specifically at some items of women's clothing, there's no doubt in my mind (and experience) that because women have so much wider a choice of what to wear, there are bigger contrasts for women in what is comfortable in what circumstances and therefore a greater chance of an item of clothing proving or becoming uncomfortable in the course of a day's activities. How often have we heard women say their heels are comfortable but would find them anything but comfortable if they found themselves unexpectedly having to walk a long distance or cross a patch of wet grass.
Most of the time, it's not so much discomfort as difficulty or limitation that we experience in women's clothing. I have some chunky-heeled (three inch) which fit well, have a secure strap and are perfectly comfortable to wear for long periods. But running in them would be near-impossible - and uncomfortable.
A straight, tight skirt can be entirely comfortable but become inconvenient and restricting when trying to walk quickly or climb steep stairs. Even a wide, loose skirt can become a problem on a windy day and might be regarded as uncomfortable (i.e. I wish I hadn't worn it) as a result.
Underwear is often cited as the cause of discomfort and obviously it can be. However, bras, belts and girdles, while tight (they generally have to be or they don't work!) are not necessarily uncomfortable. They might be restrictive without being uncomfortable. On the other hand, things can go wrong. For CDs, a long-line bra worn with a high-waist girdle can give a very good figure and, although tight, especially on a male waist, are seen as reasonably comfortable and worth the inevitable restriction. However, I can confirm that making the mistake of wearing an excellent and comfortable long-line bra but with a standard waist length girdle can quickly become very uncomfortable - painful even - when a gap appears and a roll of flesh is pinched tightly between the two garments. Taking either garment off might simply not be an option when away from home and the discomfort might then be almost unbearable.
Suspenders are often described as uncomfortable or "a nuisance" but we learn to live with them and even enjoy how they feel - we just get used to them. Again, though, I can confirm that if you happen to be wearing a girdle that has suspenders right at the back (those with six suspenders, usually) sitting down on a hard chair or bench can suddenly be very uncomfortable and difficult to avoid. That situataion was very common in the days when most women wore those garments - and you can understand how pleased they were when tights came along and suspenders weren't needed. On a couple of occasions my girlfriend at the time released the back suspenders on her girdle before sittting down for a long time (cinema once, long car journey once) because her girdle was not as tight (uncomfortable) when sitting if the tension at the back was released.
These examples suggest that it's more the variety of clothing styles and types worn by women that have the potential to cause discomfort than simply being "women's clothes" and it's the combination of circumstances and clothing that results in restriction or discomfort. But isn't that what makes those clothes so intriguing to men?