I feel bad for the Jews in the MCU They got turned to ash for a second time.
How is it funny to laugh at the Holocaust?
It's a joke. Don't you get the movie burning them to death and then killing them again? It's a reference.
The Holocaust was a real and horrible event in history and your making jokes about Jews being burned up in it minimizes the seriousness of the issue. Use your intelligence, not your humor to address situations like this.