Cimorene

I don't think your question really makes sense in this context, because there was nothing there to find funny until she made the joke. The context was a shipping war. It didn't have anything to do with the Holocaust inherently. It's not a case of ridiculing exaggerated comparisons by the oppressed to the Holocaust a la Godwin's law. The Holocaust comparison was original to the joke; "God, we're so oppressed" doesn't have anything to do with the Holocaust.

Furthermore, what you say has nothing to do with what you find funny - the latter is a matter of what you hear, see or think, and is generally something that can't be helped, besides having no effect on other people if you don't say anything about it. So yes, I definitely think that people should "censor" themselves in what they say in any sort of wider setting - the fact that people were in the filter who were hurt and offended shows that the filter wasn't made with any sort of knowledge that the people involved would not feel that the Holocaust affected them closely. I think that if you want to make a joke on a triggery subject, you should absolutely be sure of your audience.