What type of person behaves this way and how can I help my children address it (Please see details)?

Some background – My 15 year old asked me to tweeze his brows, his unibrow to be precise. He doesn’t have any hairs between his brows. I asked him why he thought he had one, he just insisted that he does. I thought maybe someone at school had said something to him about it so I asked, who’s saying you have a unibrow? He told me his dad had said to him “your unibrow is almost as bad as (his youngest brother), almost. I’m just kidding!”

My questions – Why would his own dad “kid” like that about his appearance? He’s a teenager and already self-conscious. This happens a lot. He “kids” with all three of the boys this way. He will make little comments then say he’s “just kidding”. It makes me so mad I could just spit.
Do you kid with your children like this? Am I being unreasonable to think it’s wrong and just plain mean to make comments like that followed by “oh, I was kidding”?