At the end of the day, all good humour comes at the expense of others. If you sit through a Michael McIntyre show, he'll take the mick out of every demographic he can that people can relate to. He'll put on a Chinese accent (which, for some reason, some idiots think is racist), he'll make jokes about the Scots, Welsh and Irish and all sorts of other race-related things.
What happened is not something that is particularly humorous, but humour can still be derived from it. If some people are 'offended', then tough. I find/don't find it funny and I will laugh/not laugh at my discretion.
The only time it is wrong is if it actually impinges on somebody's ability to live their life - ie. I actively (or even passively, I guess) discriminate against them. I might laugh at a black joke, but I would never pick a white employee over a black employee based on the colour of their skin.