In the UK, there was Goodness Gracious Me, which had a similar concept. Basically a sketch show written and starring South Asian comedians, featuring recurring characters based around South Asian stereotypes and culture, and the culture clash between Britain and Asia. Made fun of South Asians, made fun of Brits, but it was pretty funny and well observed, so no one was really offended.
It's not just The Simpsons. I've seen the same phenomenon among South Park fans and Asterix fans, and generally any series that gets a lot of mileage from making fun of different groups.
The most prominent example has to be Isaac Hayes, who was fine with South Park episodes making fun of Jews, Muslims, Mormons, Christians and atheists, but the Scientology episode was intolerable bigotry. Granted, he only said that before the repeat of the episode (i.e. after the Church saw it), but still.