If people are worried about being offended, they can simply look up the comedian before going to see them live.
But this attitude of demanding that all comedians only “punch up” is incredibly entitled. You’re telling the rest of the world to adopt the sensibilities of a fragile few, which is a fool’s errand.
Comedians should be allowed to punch omnidirectionally. If you don’t like comedians who do, then don’t support them. It’s that simple.