In comedy as well as in conversation certain groups are considered off-limits, and even though Reginald D is a member of one of those groups he finds the concept annoying.
As proof of concept he brings up the subject of Jews. Nothing in his comedy monologue could be construed as negative towards this group, yet as he begins his skit you can feel the tension in the audience.
You can find out more about Reginald D here http://www.reginalddhunter.com/