Hits too close to home. I had a co worker who would only tell "jokes" when the manager or the one woman on the team wasn't around.
My girlfriend (a Jew) and I crack Jew jokes all the time. . .at home. Even though no one in my workplace is Jewish (that I know of), I still wouldn't crack most of the jokes we use at home in my workplace. It's just not appropriate, not by any reasonable standard.