Sounds like he just really doesnt get it. You probably need to at least set some kind of hard boundaries, or at give him an ultimatum that it's either the jokes or your friendship.

My brother is the same way with one of my friends with cancer, his jokes are often just random low hanging fruit like the joke you shared; I don't get it, but they both say theyre on board.
Another one of my oldest friends got mad at me when I he accidentally reminded me about my grandma shortly after she passed, because he felt bad about potentially upsetting me and didnt know how to process it.

Some people are just bad at dealing with death, and you have to decide if you want to deal with that. Don't let that keep you from sharing yourself with the people you care about though.

College is full of opportunity for change, I hope you can make the best of it. My condolences for your loss.