The show (and Comedy Central) are just badass like that.
Okay, it's mostly because they're protected by the first amendment. To a great extent, you can't be sued just for calling someone really bad names in public.
But that doesn't mean they've never had to avoid saying certain things to avoid getting in trouble. Scientology is backed up with an army of lawyers with plasma-vision and can sue anybody, so when the team went to make fun of them in "Trapped in the Closet", they had to be very very careful and had their lawyers figure out everything they could say. Did you notice how the credits to that episode only credit "John Smith" and "Jane Smith" over and over again? They did that to further protect themselves from a lawsuit (or so I have been led to believe.)