The behaviour they showed is wrong, but can be explained also.
First you need to know that the
average male wow player (not saying all, but average) is a single guy, usually in his early to late twenties. On average these guys are a bit of the nerdy, socially limited people. Now, this kind of guy does not communicate with females very often, if at all, therefore they are totally unsure about what to say or do when they get the attention of a female.
Now imagine a bunch of these guys playing together, sititng on skype, and a female joins them. None of them knows something nice to say to a female, so they resolve to making jokes about it, to hide the fact that they don't know any better and to impress the other nerds (nerds, like all other type of male, want to impress their fellow males, nerds in this case).
You totally should not be bothered by this, keep playing cause like i said this type of nerd is just the average male wow player, not all players are like them and if you keep joining pugs you will find a nice group eventually, stick around with them
If you want to observe / learn more about the nerd-type i described above, there is a golden chance for this, check the internet for a "friday night magic" close to your town, this is a gathering of MTG players and the exact type of nerd i described above flock there like bees to honey
If you do go there, bring some deo to use on them because the smell is unbearable otherwise