A priest, a rabbi, and a monk walk into a bar. They look at each other and sense that they are mere pawns in a situation that is beyond their control. They walk out because they know how this shit usually goes down, and they refuse to be mocked for their very human and understandable desires, which is too bad because they all really, really wanted to get drunk and look for some hot and deeply obscene "action." 

This joke is racist because it's never felt "comfortable" around Mexicans.