To be clear, your Nazi example is entirely consistent:

• Make anti-women joke with the intent of making women uncomfortable/angry - you are anti-women
• Make anti-men joke with the intent of making men uncomfortable/angry - you are anti-men
• Make anti-Nazi joke with the intent of making Nazis uncomfortable/angry - you are anti-Nazi

If you are OK with some of these and not others, that just reflects your value judgement on those groups.