Any experienced comic knows that audiences are fickle and change from town to town, show to show, and to some extent, subject to subject. When veteran stand-up comic and agnostic Tony Boswell writes religious material, he is very conscious of where he's taking the audience. One bit he does involves Boswell and Jesus at the Pearly Gates doing a knock-knock joke, and ends with Tony going to hell. Some audiences prefer blindness. The enormous expense of producing television and movies contributes greatly to the fear of offending people.
Most entertainment is aimed at attracting large, diverse audiences.
While the level of political correctness runs high, the common denominator of mass audiences is disturbingly low. Discussing religion in our society makes people uneasy. But the fact remains that there is still strong disagreement between the groups. Disagreement makes people uneasy. People who are uneasy are hard to make laugh.