Dr. Skipper, I believe people tell that kind of joke for a couple of reasons. One is to be hurtful. If a person doesn't like a group of people they can belittle them by making fun of them. Another is that it's a stress reliever. Police, firefighter, mediacl folks and the like have dark senses of humor. It's a way of reducing stress.
Personally, I have a very dark sense of humor, but I have boundaries when and where I use, also who I use it around. I have some friends that we tells jokes that would probably shock others. We all know that we are blowing off steam when we do it. My co-workers absolutely do not "get" my dark humor so I am careful not to use it around them.
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