Judaism is still a religion, albeit a satirical one, so it's not presented as explicit, pure comedy. But Jews have a much greater sense of humour about their religion than do Muslims or Christians. If Jews took their religion seriously, they would have engaged in more theological speculation. And it's not just a question of slapstick comedy (although God does show his ass to Moses). It's a question of implicit satire or black comedy, which the Hebrew Bible is full of.
I don't know what your point is about the Canaanites and Goldman Sachs. Are you saying comedy is subjective so the Jews couldn't have been implicitly satirizing theistic religion? How would that not be a non sequitur?
Indeed, there are other victimized populations in history. So what? Not everyone has a good sense of humour or a knack for comedy.
Jews don't just moan and groan about their victimhood. They make lemonade out of lemons, great satire out of human suffering in general. That's why Judaism isn't as easy to criticize as Christianity or Islam, because Jews beat their critics to the punch, criticizing themselves and their protagonists, including Yahweh himself in their very scriptures. By contrast, the New Testament and especially the Quran are pompous, sanctimonious, and humourless.
See my recent article on racism, regarding the cheap charge of antisemitism. I'm Jewish, by the way.