I agree with you that how someone responds to something in regard to being offended is on them. We can't control what other people say. We can only control how we respond to it.
However, I think we have to be careful about having a double standard. It is currently very much okay and PC to offend Christians and Jews. Nothing is off the table. On the other hand, there are other popular religions that no one is willing to mock or offend in even the slightest way. That is a double standard that is not logically consistent or fair. Further, there are other groups and belief structures that are totally off the table when it comes to humor or irreverence with a strict PC code dictating what is okay and what is not to say or discuss.
All I ask from a society of political correctness is consistency. What is okay for one group or belief should be okay for all. If it is incumbent on Judeo-Christians to buck up and deal with irreverence and insults then that should apply to others as well.
Personally I think we all need to be a little more thick skinned. Humor, when not vicious, is great for all of us. But it should be okay for _ALL_ of us. Not just certain ones.