These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
A little person is mocked and threatened in At The Circus. It works because it makes Groucho seem cowardly and weak instead of cruel.
Upper class people don't generally come up with the longer end of the stick either. Of course, a lot of that comes from the Depression Era roots of the act; The Three Stooges and other comedy troupes of the time did the same. But then again, few people get treated well by the characters the Marxes play.
Base Breaker: One of the the most hotly debated topics among fans is whether or not Harpo sang in the "Sweet Adaline" bit at the opening of Monkey Business.