You know, I just figured it out. We've all been answering the wrong question!
We've answered the question, "Why are the Jews the only people who have a derogatory word for people who are not Jewish?", by correctly pointing out that the question is fallacious in its underlying assumptions.
But the question Clayton actually asked was, "Why are the Jews the only people, that I know of, who have a derogatory word for people who are not Jewish?"
The addition of the qualifier "that I know of" actually changes this into a question about why Clayton believes this to be true.
So, Clayton, the correct answer to the question you really asked is, "The reason you only know about the Jews having a derogatory word for people who are not Jewish is that you've allowed your irrational hatred of them to blind you to every other example out there, so as to allow you to manufacture another excuse for continuing to hate them."
Alas, your irrational hatred will probably blind you to this answer as well, but the others here will find this interesting.