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Comedy is too fractured in the US for panel shows to really work IMO. I think a big part of why panel shows work so well in the UK is you have a lot of camaraderie and familiarity with the relatively smaller and more tightly knit group of UK comedians (it doesn't take long at all watching panel shows to start seeing familiar faces), which definitely helps keep banter running smoothly.
The Daily Show did well. The UK panel show that I can't miss is Have I Got News For You. It's a weekly 30min news review, by very quick-witted comics. As a review of UK news, it obviously wouldn't travel; and the two (permanent) team captains are very English, and likely unknown in the USA. But there's clearly a market for that kind of satirical news review. They skate close to the libel laws; Ian Hislop, one of the…
Last Week Tonight is kind of valuable, but flawed (unfunny off-topic humor, dishonest in its propagandizing for good causes), but most importantly, John Oliver's Activism Hour stole the name of what should be a very different show.