'by a lot', is a lot, and I want to disagree but from a pure entertainment standpoint that's tough to oppose. I'm a Wire stan and that show's premise was societal, even season 2 with the docks, and still managed to greatly entertain.
I think the humor in The Sopranos, even without a comedic relief character to be kind of under rated. There are looks, one character would give another after a line and to this day I crack up to myself recalling just that look dude gave another. That show was crafted from front to back, I don't know if that can work without a cast full of sociopaths.