I find Borat funny, and I'm Jewish. I also find Woody Allen funny, even though his humor may be construed as anti-Semitic (even though he is Jewish himself). Sacha Baron Cohen is Jewish. He would not make his character an anti-Semite without an objective. We see, through Borat's interactions with people, that his objective is to demonstrate how truly stupid and prejudiced some Americans are. There's one skit where he visits a ranch in Texas whose owner is clearly anti-Semitic. The juxtaposition of Borat's false, humorous anti-Semitism with this guy's genuine hatred of Jews is proof of Cohen's project with Borat.
Anyway, I post under my real name, and it would be nice if everyone did so as well, which would put us all on level footing. Someone using a pseudonym as a shield for making silly/controversial/mean-spirited comments seems a bit cowardly to me. But I don't see the problem with a "pen name" in this case, unless people have some paranoid notion that they aren't safe by broadcasting their real names along with their posts. A pseudonym worked for Mark Twain. Works for Bob Dylan.
I do like the occasional obvious fictional characters who appear on here, though. Our Borat comes to mind here.