Why do Jewish comedians always let you know

that they are Jewish in their comedy routine?
I mean, Catholics, Muslims, Protestants, comedians etc. don't do this.
Unless a comedian is talking about their growing up home life, their religion or beliefs is irrelevant.
Seems, they always make it a point to let you know they are Jewish. Why?
By the way, I'm not being racist or am I anti-Jew, I would just like to know why and if there is a significant reason for this.