There are certainly situations when the 'thicker skin' approach can be helpful, especially if you combine that with taking on constructive and well-meaning criticism. But at the same time, its unhealthy to use that as a blanket response. If someone is being a bigot to you or actively offensive, you should have every right to call them out on it. No one should be forced to ‘grin and bare’ bullying. Plus its important to understand that not everyone can/should take such ‘humour’ as just jestful boasts. Empathy is not a weakness.