I do.....but I pick my Battles.
Observations tell me the people who tell theses jokes, have agenda's.
Humiliation in this situation, is not helpful. Simply because some of the people who tell these jokes, have a brain that is impenetrable to the feelings of those in the joke!
After a joke like that is told, I smile slightly at that person and say''You find that funny''....normally they say ''don't tell me you don't?"
At which I then turn my slight smile to a deathly stare looking them right in the eye, and walk away. Not saying a word to them.
If they call out to me, or try to embarrass me...I keep on walking.
You can never show any weakness to this kind of person...or back down.
No matter how much they call out at you, or whatever they say.
I have often found they are in some cases 'bullies too'.
This action is very useful, I have not given a tongue lashing to that person...for being so offensive, but by asking if they think it was funny.. means they are left with a question of their actions.No more conversation.The silence from me is enough to get that person's attention.For the better we would hope.
Sadly, they always seem to find another to try out their bitter humour on.