They do it because there is popular demand for it. Actually, this kind of stuff is rather tame comparing to what the US audience demands - just check the uncensored internet sites to have a glimpse of what people find amusing.
However, humor is often used as a way of coping with disasters, especially those that defy reason. http://www.laughterremedy.com/humor2.dir/humor4_01.html http://www.press.uchicago.edu/News/911doniger.html http://www.remember.org/humor/absractn.html
There are many concentration camp jokes or 911 jokes, most of them in what would be generally considered in bad taste. Or, for that matter political jokes - again a European specialty.
The "gallows humor" seems to be much more acceptable in Europe than in the US nowadays - an example of what some call "political correctness" but what most accurately reflects the Calvinistic-Puritanical resentment of anything that smacks of laughter or pleasure.
To be sure, I am not trying to defend the corporate media and their shock-jocks - which crack disgusting jokes for purely commercial reasons. What I am arguing is that "gallows humor" is a legitimate form of humor and attempts of politicians and self styled opinion leaders to repudiate it are but distasteful displays of public piety.
Wojtek