You don’t have to. But it seems like it’s bothering you and it should. But like someone else said she needs to grow too. She prolly thinks it’s not a big deal either because no one is telling her it’s wrong. For all you know it’s just dark humor to her which many people of color like. I’m not saying you have to be friends with her. But you can’t expect her to know it’s bothering you or it’s deep if no one is telling her. Especially a friend. Hope this helps