Are you saying that they act like this during every interaction, or just occasionally? If it's everytime you speak with them, then I'm sorry to say that they are not your friends. It's okay to tell them that you are not interested in just entertaining them if they don't really care about what you have to say. It's called a conversation because it requires two or more people to actually converse.
I think that maybe these people don't even realize what they're doing is hurtful to you, so that's probably why they were shocked when you pointed out their behavior. Good for you for standing up for yourself, that's always hard for me.