People who are acting offended, I wonder how many roasts they have seen? For roasts you really have to suspend your social justice warrior mentality for a few hours, and turn it down a few notches and just have fun and let people insult each other's gender, past indiscretions, nationalities, religions, races, and go with it. Pretty much nothing is off limits, and that sort of the entire f'ing point of a roast. There are lines that can be crossed, sure, but they are drawn WAYYYY outside the usual bounds you would find in ordinary conversation.
My wife is Jewish and I'm pretty liberal politically, and very sensitive to anti-semitism. In roast context I didn't find his joke offensive, frankly. That said, I'm not some spokesman for Jewish sensitivity lol. In a different context, like if he said that to some random Jewish kid wearing a yarmulke in the stands at a game, that's another thing. If he made that joke about black guys to a guy at a bar around a bunch of white people, it would also be different. Context really does matter.