She said she doesn't like having sex jokes directed at her. It's rare, but sometimes there are women who find their dignity valuable and don't feel the need to degrade themselves to boost their esteem. There was nothing about her sexual experience mentioned, so I don't know where you got "virgin" from. And if she is, perhaps it's something she is proud of.
Perhaps you find women who enjoy taking your insults as some attention to feed their need for some sort of derranged acceptance, because they don't feel that they are worth anything. But they are not all like that. I think most of the women on this board have a stronger sense of self value than that.
What is funny to you (depending on your class) may be rude to somebody else. Maybe it's something you should consider when you joke with somebody about a topic that many people hold private. This isn't saying it isn't ever funny or appropriate, but it takes a sense of timing and consideration.