So, you're sitting at a table with a bunch of people. And suddenly they want to talk about jumping down from a building. They are all kidding, of course. What should one do? Tell them to shut up and take my feelings into account? Listen and try not to cry in public? What would you do?
Sometimes people are insensitive by accident. If you don't alarm them, they won't know. If you alarm them, you run the risk of being the fun spoiler. I happen to have a high tolerance for this kind of things. So I listen, I try not to cry, and most importantly, I don't hold grudges against them at the end.
Maybe I should "stand up" for myself. Or not. Or whatever. There are more important things about life to worry about.