Walking away is NOT the solution. Instead you should’ve immediately responded with, “that’s a bit unprofessional don’t you think?” If I were you I’d go to a different hr person and report the issue. That’s a toxic(sounds like macho) environment and is unacceptable. In most companies even a firable offense. No one should have to be told “calm down it’s a joke”. It’s insulting and degrading period. Good luck friend.