No, we can't be offended by everything. but a) he's not that funny and b) he is 100% a bigot and with the latest stand-up he's even worse. His trans jokes in particular are both cringe-inductively unfunny and also mean-spirited and ignorant. I'm not trans myself and I'm not one of the SJW's who like to be all offended "On behalf of" a marginalized group, so it's not really my place to BE offended by those "jokes" but I found it distasteful and ignorant. A friend of mine who IS trans sort of explained it as [I'm paraphrasing her here, she put it a lot more intelligently and concisely than I'll be able to] "I don't agree that ONLY trans people can make trans jokes and ONLY black people can make black jokes etc, you can makes jokes including or about a trans person if you are not trans and that fine, I often laugh myself at these jokes, but when all of the jokes are about the fact that that person is transgender is when it becomes ignorant and offensive because you are not only being incredibly disrespectful and nasty to [trans people], you're also perpetuating harmful negative stereotypes".
I do think nothing is off-limits in stand-up comedy, but there's a difference between both the comic and the audience being in on it and knowing it's a silly joke and actually just being nasty and ignorant and actually MEANING what you're saying.