Yes, I think when Kids in the Hall showed up on network television most people were more squeamish about such matters. (And a lot fewer people had HBO back then.)
The nice thing about the Kids in the Hall guys' impersonations is that they mostly don't intend them to mock women (unlike, for example, The Whitest Kids You Know, who are awful that way). They're often quite true to life. Scott Thompson's long-suffering mother to surly Dave Foley's teenage boy, with Bruce McCulloch as the quasi-abusive husband, was a triumph. Still, to me, ST's impersonations are in general the most draggish; Dave Foley and Mark McKinney more frequently just did women-as-women.