Well, Charlie Chaplin certainly made fun of fascism in The Great Dictator, and Dr. Strangelove was a farce about the Cold War and the atom bomb. So a future-fascism comedy is certainly possible!
I’m just not sure the current “market” would gravitate to a satire on fascism, since that philosophy isn’t particularly “in the news” these days (but the thriller could make it so).
Besides, comedy is harder to write than thriller. So if y’all are okay with it, I say let’s stick with the latter.