"It is better to keep your mouth closed and let people think you are a fool than to open it and remove all doubt." -- Mark Twain
Everyone has a door and can be convinced to go through it. And at any given time, some people are safe targets.
I've been to Jewish weddings and the community themselves make jokes about circumcision. It's not like it's a subject for which they have to be tricked into showing their true colors on like the latent racism and sexism that Cohen exposes in his comedy. In fact, circumcision is the subject of a lot of of traditional Jewish humor.
> Or to a tech conference and ask where the women are and why everyone is single.
I suspect you'd get a lot of laughs from the attendees, because after all, most normal people can laugh at themselves, and even at caricatures of themselves. If some of them end up shouting mysoginistic stuff in response, that's on them.
George Carlin is a pretty impressive example of a comedian affecting meaningful change, or at least forcing a legal confrontation, though probably not in the way he wanted [1].
[1] https://en.wikipedia.org/wiki/FCC_v._Pacifica_Foundation
Was that his original intent or is that a retcon? Maybe I was too young to "get it" at the time, but I watched the original Da Ali G Show when it came out and don't really remember that being the point. Maybe if Ali G asked legitimate questions despite his low-status dress/speech mannerisms you'd have a point, but the character was actually incredibly stupid.