He’s a lightning rod only because some people get unnecessarily triggered by facts that don’t fit their world view.
I’d also be careful about his facts: they’re usually well-researched, but by the nature of the format he only ever presents those which fit his argument, and that’s just not good epistemology. I can think of a few times when the show made me feel safer about my beliefs than I should have been feeling.
So why not make fun of them? There's no downside.
...except the populist right backlash, triggered in part by their resentment at coastal "elites" (think yuppies, not people who fly to davos annually) sneering at them.
As an aside, I think the culture which produces this result is related to people in the US always thinking crime is increasing, regardless of actual crime trends.
You’re not supposed to shape your political views from entertainment.