Jokes vary. There are ethnic jokes that can reasonably be told by outsiders, but they aren't the only ones.

And of course there are plenty of "jokes" which aren't jokes at all, just insults told as a way of bonding with other racists or whatever. And what I take Sacha Baron Cohen as having being doing was to play with that concept, as a way of exposing the racists and bigots for what they are. Fair enough, but Kazakhs didn't deserve to be insulted in the process.

And before Clinton jumps in with his assumption that no one is ever going to see anyone from Kazakhstan, so they don't matter, one of my wife's language students last year was a girl from Kazakhstan living in my town. Our world today is both a lot bigger than it used to be, and a lot smaller.