They’re just trying to intimidate you and make you feel like they have a personal power over you. Deep in their mind, they hope you give in to your basic response system.
In their mind, you are a soft target to be picked on based on their personal metrics. I don’t know where the feeling comes from but it’s not from a good place.
Obviously their target preference are those who they believe will not fight back or give them a clapback. So, having probably analyzed your personality, they want to incite you by triggering your ego with an insult.
But, knock back instantly and show them you are a hard nut. Don’t do what they expect you to by reacting, instead give a well articulated response and disengage instantly.
Even bully’s don’t like hard tagets before they get seen for what they really are – undercover cowards.