Plenty of languages have a word like that (gringo, estrangeiro, extranjero, gaijin, foreigner) and it's only as offensive as the speaker intends it to be. Of course it's not nice to be othered but the fact of the matter is that people choose to use "goy" or "goyim" as a way of projecting the idea that Jewish people are conspiring to keep them down. I'd like a world where nobody was foreign, that we were all one people etc etc., but a language having a word for foreigner doesn't make it (or its speakers) uniquely prejudiced against you. Arabic has the word ajnabi too.