Children often use humor to reduce discomfort, embarrassment, or fear. Calling something a joke does not mean it felt okay. It often means they want the situation to stop without drawing attention to themselves.
You do not need to challenge their words. You can gently widen the conversation. You might say, “Sometimes things start as jokes and then feel uncomfortable. I just want to check that no one is crossing a line or making you feel weird.” This keeps the door open without forcing disclosure.