What do you do? Well, if you are telling someone about it and asking their advice, you do first have to tell them a little more than that he is being antisocial.
No-one knows whether he is smoking the occasional weed behind the shed or holding naked Satanic orgies, so of course they speculate and make jokes - which are about the antisocial neighbour, not about you (apart from the reference to the old joke about the spinster who complained that she could see everything her young neighbours did in their bedroom - on further investigation it was found that the view could only be achieved by someone sitting on top of the wardrobe)
And if it takes you nearly a week to come back to the thread, it is not surprising that others have posted replies to the jokes in your absence.