Callistemon21
^Like telling the joke about the man who, in Paris, asked the band at a venue to play the song about the pink aeroplane^. [^simile^]

What am I missing here?
No idea, but it doesn't feel very nice.
I think that 'teasing' can be tantamount to bullying. My father used to say some cutting things, and if my sister and I got upset we were told that we couldn't take a joke.
Even now, my mum insists that he wouldn't have said things if he knew they were hurtful, but it's not true. The gaslighting is almost as bad as the comments, as it leaves you unsure about boundaries and when to stick up for yourself.
Good natured banter between friends is one thing, but as soon as someone shows signs of discomfort it really should stop.