I don't think what they were doing is technically harassment. There aren't any rules about joking around on a run and their comments were clearly being done tongue in cheek and were pretty mild.

I get your frustration but this is going to happen on occasion when you deal with any setting where your are interacting with random people. There isn't a perfect system that isn't open to abuse unless you have actual people checking things on a case by case basis and that is extremely labour intensive for a large game like this and still prone to abuse since any time someone wants to leave a group without a penalty they are going to be contacting support if the can.

In reality your best bet is just to follow the GM's advice. There is never going to be a perfect setup that doesn't lead to the occasional situation like this.