It did cross my mind that one or both of them could be Jewish, so I wanted to find out more about it. However, I still find it disturbing because when someone logs onto that web page, the first thing they're going to see are the big comments about "a Jew" and the additional dialogue about Jewish people below, and that will probably stand out (which I'm sure is what it's meant to do). I get the idea that shock value and offensiveness is what they're going for every bit as much as humor, kind of like South Park, and they probably make no apologies. It's their humor and they can have it.
In any case, long live Christmas Eve on Sesame Street. It's probably one of the best Sesame Street and Christmas specials around and did a great job of saying that the holiday season is for everyone.