"Apparently, only Jews can make those kind of jokes."
Well, yes.
That's why that comedian on Seinfeld converted. (In the show, not Michael Richards --- greatest Seinfeld line ever --- "I'm not offended as a Jew. I'm offended as a comedian.")
FATHER: Tell me your sins, my son.
JERRY: Well, I should tell you that I'm Jewish.
FATHER: That's no sin.
JERRY: Oh, good. Anyway, I wanted to talk to you about Dr. Whatley. I have a suspicion that he's converted to Judaism just for the jokes!
FATHER: And this offends you as a Jewish person?
JERRY: No, it offends me as a comedian!
And it'll interest you that he's also telling Catholic jokes.