I think its people's way of handling otherwise overwhelming situations. I do agree though, that you should try to be aware of other people's feelings towards a subject before cracking a joke so as to not offend, but like MuseumGhost said, sometimes its hard to predict someone's reaction.

However, people who get easily offended should try to take the high road and not take it so personally. You are within your right to explain to the other person that what they said was offensive and why they felt offended, to avoid an awkward situation over that in the future. But it should be done calmly and rationally. Sometimes people say things without thinking, no need to attack them for it, just kindly show them the error of their ways.