Yup, I can see why some people would find it distasteful, but the butt of the joke is not the women found enslaved in London, but Palace. The women's tragic circumstances are just a simple hook around which to have a pop in jest at your club.
It's a fair point, and the answer is probably not, as (a) The war ended in 1945, and therefore the joke would not be particularly contemporary, and (b) the gag involves a juxtaposition of two things, (i) South London being the being the place where the three women were found and where Palace...
The nature of a gag is set up line followed by punch line, and the joke has a target.
In these cases the target is Palace, not the women.
Similar jokes have been knocking round for years in relation to Japanese soldiers found on deserted islands years after the war ended.
I therefore give...