I agree - speak to him and at least say something like "Your comment to me the other day was inappropriate and I hope you won't make a habit of speaking to me with such disrespect. Would you like another chance to apologize in a meaningful way?"
So clearly, you work with a bunch of psychos. Unless...was he...could he have been...flirting a little? In that obnoxious man way of 'hey, I'm gonna poke fun at you until you melt'... Ugh! Either way, that does suck. :(