Jews and music in a minor key

I was watching a clip form a new or fairly new comedy show the other day. I have no idea what the name was.

People were dancing the hora around a bride. The gist of the song was that Jews are obsessed with being sad, and that we play music in a minor key because we’re sad.

Anyhow: I have never heard anything before about why a lot of Jewish music is in, or sounds as if it’s in, a minor key.

Would anyone happen to know if there’s some specific reason why Jewish music tends to be in a minor key, or if that’s simply a matter of taste? Or, if I’m framing this wrong, could you tell me how I should be framing this?