Haven’t gone through the whole thread (…yet, I’m sure there are some more good jokes there ;)), but to the OP:
I’m Jewish. I’m Israeli. I laughed :). Problem solved.
I’ve told most of these jokes to both Jews and Gentiles, some in work situations but most not. No one has ever taken offence at any of them. It has to do with knowing your audience, and setting is part of that.
Here’s a joke a Jewish guy told me. I think it’s funnier than the original. I thought maybe the original was going to turn into this. . .
Two Jews are standing outside a church and they see a sign that says, “Convert to Catholicism, get $20”.
So, one of them says, “You know, I think I might try that”. And he goes into the church.
A while later he comes out and his friends says to him, “Did you do it? Did you convert?”
He replies, “I sure did.”
The friends say, “did you get the money?”
He says, “is that all you Jews think about?”
A minister, a priest, and a rabbi walk into a bar. The bartender says, “What is this, some kind of joke?”
Since several religious jokes have already been contributed: Here is a nice collection of good and offensive religious jokes, and why they were collected.
About the joke with the naked Priests and Rabbi: I didn’t think about circumcision, or quickness of thinking. I thought it played on the two stereotypes that Catholic priests molest children, so the children will recognize them by their genitals, while Rabbis sleep around (since they are allowed sex, they cheat), so the children might recognize him as the man in the closet. Or am I thinking too complicated?
About the original joke: I didn’t think about witnessing, only about the “well, my son didn’t turn out right, either”. But then, I may have heard that joke before.
Political sensitivity is out of hand. I was told this joke was improper:
Dearborn has hired two new mexican firefighters: Jose and hose b
I’m Jewish, and that’s my favorite joke. Of course, I read it as G-d being upset that his “son” converted.
There ain’t a damn thing wrong with that joke.
Well, if one person thinks it’s wrong, it’s wrong! Ha!
An Orthodox Jew inherits a small windfall, and decides to splurge – he buys himself a sporty Maserati Syder. Feeling a bit conspicuous, he decides he’d be better off if he could get his rabbi to say a blessing for the car.
He catches his rabbi in passing and asks, “Rabbi, will you say a berakhah for my Maserati?”
“A berakhah, perhaps I can… but what is this ‘maserati’?”
Thinking he’d have better luck with someone more in tune with pop culture, he abandons that plan and approaches the town’s Conservative rabbi. Again, he asks, “Rabbi, will you say a berakhah for my new Maserati?”
“A berakhah? I suppose, but what is a ‘maserati’?”
Frustrated, the man decides to try the local Reform rabbi.
“Rabbi, will you say a berakhah for my Maserati?”
“A Maserati! Wow! Lucky you!” A pause. “But what’s a berakhah?”
McNew, it may have been the “Jackie Mason voice” that your coworker found offensive.
Now, this is funny! 
Well, I think you’re wrong. Now where’s your logical statement stand?
The joke in the OP reminds me of this one:
A rabbi and a young Catholic priest are talking, and the rabbi asks the priest what his long term career goals are. And the priest says, “well, if I do a good job as sheperd to my flock, and if God smiles on me, perhaps some day I will become a bishop”. And the rabbi says “and what about after that?”. And the priest says, “I suppose it’s possible that if I am blessed by talent and good luck, and if I work very hard, and perhaps play a little bit of politics, I might rise to the rank of cardinal”. And the rabbi says “and what about after that?”. And the priest says, “well, I suppose the possibility exists that, should the stars align themselves in a miraculous fashion, and should I be filled with holy inspiration, I might conceivably become the pope”. And the rabbi says “and what about after that?”. And the priest says “after that? What, you want me to become God?”. And the rabbi says “well, one of our boys made it…”.
Anyhow, my favorite offensive Jewish joke:
Q: What happened to the sexually aroused Jewish man who ran into a wall?
A: He broke his nose
“So,” says the Catholic Priest to the Rabbi, “when will you break down and have a taste of pork?”
“At your wedding, Father.”
I agree with Diogenes and Word man that while the joke in the OP is pretty low on the offense-o-meter, it’s also smug, glurgy, and not very funny.
Trunk’s Joke, OTOH, is funny.
Jesus and Moses decide to get together and talk about the good old days. Moses says, “You know, I think my favorite miraculous act was parting the Red Sea. Let’s go see if I’ve still got the touch.” So they go to the Red Sea, Moses raises his staff, and the waters part.
“Woo-hoo!” Moses says, and gives Jesus a high-five. Then he asks Jesus, “What was your favorite miracle?”
Jesus says, “There are so many to choose from, but, I guess my all time favorite was walking on water. That was so cool, I’m going to try it again.”
Jesus takes a few steps out on the surface of the water, but then sinks up to his knees. “What the…?” he says, and he tries it again. Same result. He’s getting more and more frustrated and finally turns to Moses and says, “I don’t understand it! Walking on water used to be so easy!”
Moses says, “Well, the first time you did it, you didn’t have holes in your feet.”
Well, I thought the OP’s joke (and the others too was fine. Mind you, I’m not a religious anything. I took the OP’s joke as saying “sons” Huh, let them go away for a while and look what new strange habits they might pick up".
God complains to St. Peter that he’s been working too hard and wants a vacation. God wonders where to go.
“How about Mercury?” St. Peter asks. “Glorious sunshine, all the time.”
"Nah, says God. “Too hot.”
“How about Mars? A great view of the rest of the solar system.”
“Nah,” says God. “Nothing to do.”
“Well how about Earth?” says St. Peter. “You haven’t been there in centuries.”
“Not Earth,” God replies. “The last time I went there I got some girl pregnant and they haven’t stopped talking about it yet.”
Yeah, I don’t tell that one in public, either.
A few truisms I’ve learned in life: 1) Not everyone has a sense of humor. 2) For sure not everyone has my sense of humor. 3) Not everything I’ve said in jest has in fact been all that funny; 4) some of my best lines are those I’ve said in dead seriousness (often accidently). Doesn’t mean they weren’t funny.
That said: The jewish jokes would in part be offensive, I suspect, because they do all involve (necessarily) some stereotyping - not meant to be offensive, but there it is. The one about the jewish rabbi covering his face rather than his naughty bits might be funnier on second thought, but the first impression could be one of anger at the disrespect involved, and of the stereotype of the tricky jew.
The one about Jesus compaining about “Mom” casting the first stone kind of flies in the face in the Catholic veneration of Mary as merciful and loving.
But also… see point #1. Some people just don’t have a sense of humor. And annoying those people can be entertaining sport all by itself.