Well, yeah... The story is not comedy. But still, I'd say that it's still 2/3 comedy or something like that. When Lina, Gourry and Amelia have to sail across the ocean to some-place-I-forgot-the-name-of and have to dress up in order to conceal their identities? And they dress up Gourry like a woman (how can he complain? His fault for having hair like that...)? There's not a single part of that episode that is not comedy. And that's just the first one that came to mind.
So Slayers is not written with the intent of being funny? And it's still hilarious? Sounds like a good kind of funny to me. Wonder what'd happen if they'd really try to be funny.