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Political correctness is ruining comedy or, at least, is about to.
Sarah Silverman, a comedian herself, says that we live in something similar to a McCarthy era, where comedians constantly have to watch what they say [1].
Comedians should not be constrained by the "normal" rules of what can and cannot be said, since their role is precisely the one of saying the "unsayable". Comedians fulfill the role of speaking truth to power, even though this truth is conveyed via jokes and laughter.
The argument here is not that comedians should be allowed to say anything because, as entertainers, whatever they say "is just a joke", but quite the opposite. Comedians are not just making jokes, because their jokes are often much more. With their wit and irony, they unmask and reveal the real truth of our society.
Of course, not all comedians uphold this role of truth-tellers. Nevertheless, political correctness would get in the way of those comedians that wish to inform and enlighten their audience.

Any society should guard the right for people to dissent. In Ancient Greek and antiquity in general, sophists and philosophers were honored as fundamental members of society and rulers would often choose them as part of their entourages to help them to govern more wisely. Although most societies regarded their role highly, philosophers and such figures were also subjected to control and censorship.
Here one cannot help but think of Socrates, the ancient Greek philosopher who was condemned to death due to charges of corrupting the youth. Socrates' sentence was probably a consequence of his challenges to political authorities and his questioning of commonly held beliefs [2]. If what he was saying was not touching a nerve or revealing some kind of truth, why would he be considered so dangerous?
There are many examples of comedians that have also been charged because of something they had said during one of their shows.
One example, still relevant even if a bit dated, is Lenny Bruce's story. He was a famous comedian in the 40s, 50s, and 60s who was arrested multiple times and ultimately convicted with the charge of obscenity. The accusation is quite similar to Socrates' since the law that Bruce supposedly violated was the New York Penal Code 1140, which barred “obscene, indecent, immoral, and impure dram, play, exhibition, and entertainment which would tend to the corruption of the morals of youth and others” [3]. Both Socrates and Bruce were accused of corrupting the youth and their general audiences. They were considered dangerous because they were presenting forward-looking ideas, ideas so modern that their contemporary society considered them unsafe. They were criticizing their societies and showing the discrepancies and problems that other people might not see.

Why are comedians and philosophers so similar? Both of these figures are truth-tellers and they speak truth to power. Comedians (or at least most of them) take the risk of telling the truth, even the truth that people do not want to hear. And this risk is precisely one of the components of Michel Foucault's description of parrhesia, "truthful speaking" in his lectures on The Courage of Truth: "parrhesia is the courage of truth in the person who speaks and who, regardless of everything, takes the risk of telling the whole truth that he thinks [...]” [4]. Both comedians and philosophers question the present reality and return it back to their contemporaries, on one hand in form of jokes and on the other in form of analytical reflections. And there might be backlashes, legal or non, to their truth-speaking, because sometimes people are not ready to hear the truth, especially if the critique is directed towards people who have authority over us.

One could now wonder if humor is an effective way to speak the truth.
Making jokes is probably one of the most effective ways of conveying a message, because if people can laugh about something it shows that they deeply understand its absurdity, but also that they feel involved in it. While laughing, people find themselves disarmed of their preconceptions and preconceived notions of what is right and wrong, and are therefore more open and receptive to seeing "another side", "another truth" that they might not have considered if not moved by humor.
The power of humor as a tool is captured by this quote by the comedian Derek Waters: "If you can make someone laugh, you can secretly make them learn something" [5]. One of the reasons why comedy is so effective in convincing people of something and in inviting critical thinking is the way that laughter impacts our brain and our nervous system: "There's this mental delight that's followed by the physical response of laughter, which, not coincidentally, releases endorphins in the brain. And just like that, you've been seduced into a different way of looking at something because the endorphins have brought down your defenses" [6].

In conclusion, we have established that (1) comedians play a key role in society because they challenge power and reality and that (2) humor and comedy are efficient ways to change someone's beliefs.
Therefore, political correctness should not be held as a value within comedy. Political correctness, defined as "language that seems intended to give the least amount of offense" [7], limits and hinders the possibility for comedians to reflect on society's controversies and to make other people, their audience, reflect about those same problems. It is precisely those topics that political correctness would limit the exploration of that comedians ought to explore. Comedy might help in finding solutions and understanding around topics that are difficult, controversial, and need to be reflected upon.

[1] Josh Terry in Vice, September 18, 2019. https://www.vice.com/en/article/zmj3aw/sarah-silverman-who-did-blackface-doesnt-think-you-should-cancel-people
[2] Richard Kraut in Encyclopedia Britannica, Invalid Date. https://www.britannica.com/biography/Socrates
[3] Doug Linder, 2003. http://law2.umkc.edu/faculty/projects/ftrials/bruce/bruceaccount.html
[4] Michel Foucault's Courage of Truth, p.13 as quoted by Bernard E. Harcourt in Introducing the Courage of Truth, April 7, 2016. http://blogs.law.columbia.edu/foucault1313/2016/04/07/introducing-the-courage-of-truth/
[5] Interview on NPR, July 2, 2014. https://www.npr.org/2014/07/02/327079981/drunk-history-serves-an-educational-cocktail-with-comedic-twist
[6] TED Talk by Chriss Bliss, Comedy is Translation, February 21, 2012. https://www.youtube.com/watch?v=v3-ZTqj2_kw
[7] Cynthia Roper in Encyclopedia Britannica, Invalid Date. https://www.britannica.com/topic/political-correctness. Accessed 2 March 2021.