Why aren't jews good at cricket Because they always mourn the ashes
What does this have to do with cricket?
Nothing, the joke is the jews have never been good at anything and now they even fail at cricket.
The holocaust was a traumatizing event for many people and it can be hurtful to be reminded of it even by mentioning or joking about it. You should go to a holocaust museum to understand what happened there and why it can be hurtful.
It's just a joke, get over it.
It was really distasteful to somehow connect Jews with Ashes, not funny at all. As I said read about holocaust and what they had to go through, I'm sure you will not make such jokes.