If you continue to work to the place where what others say / think bothers you less and less, that is the real power -- you will then naturally communicate this in whatever way the moment requires (could be ignoring or saying the right comment.. the moment dictates it, and it arises naturally).
Looking for the right thing to say, to show them up, to try to actively demonstrate that you don't care when you do is not going to have a powerful effect anyway, so who gives a shit what other things you could have said/done, ie 'why you let him do that.' What you can *actually* do right now that will have some value is to explore within yourself what bothers you about it and why.
I am projecting here, but noone goes through life without hearing comments and little talks like that. Even only knowing him from a forum, what do you picture The Kidd doing - some big speech "noone tells me how to live my life, I do what I want, I am the man" or being there calmly, perhaps even laughing his ass off on the inside?
I understand I create these feelings
It doesn't mean much to 'understand' it on that level. I wouldn't even believe it until you see it and do the work to test it for yourself.
There are things you can only get with a woman on a pure level, like you can only taste an apple by biting into an apple -- her skin, touching, sex, perhaps a particular connection with that person- it's nice, but it is what it is. All the emotional stuff, the 'warmth' or validation or feeling like a man, accomplishment, the hero's journey out of whether you get them or play it right or not, that's all assigned by you onto it.