Well, humor is very subjective, that is for sure. I'm just talking about women/girls who think they are too cool to laugh at something. Not about thinly-veiled insults.
I guess I do have kind of a morbid sense of humor, though. I find all kinds of weird stuff funny. Somebody told me I have a jaw like a diamond-drill, and I just about fell off my chair. It's true! I do have a Jay Leno chin. But this guy is a friend, and so I don't worry about it. My sister and I "insult" each other all the time and end up howling about it. My youngest sister doesn't appreciate this brand of humor, so we try not to do it with her.
Like I said, it's totally a subjective thing. I just get mad at people who take themselves too seriously. Bullying and light-hearted ribbing are two different things, though, and I don't disagree with you.