Because Men only think with one of their two heads and its the one that has no brain...
tease them back
it's a vicious cycle
If you're referring to making fun of or insulting each other, then it is easily explained. When men like and trust each other they will engage in playfully insulting each other. They can also tell when someone is genuinely insulting rather than joking. So it is not immature, but normal male behaviour (not to mention insulting and ignorant to call it immature). Quite likely when you do it you don't know and understand the boundaries or the proper tone and delivery, thus appearing to deliver genuine insults.
they are interested in you and trying to turn you on. You can respond any way you feel like. Reactions are automatic and intuitive. If they don't like it if you tease back don't tease back. If they are offended at a lack of your reciprocity then they aren't very smart since they apparently didn't consider the possibility of rejection and also they probably can't take any criticism without being angry so I wouldn't choose that guy. My advice is to make sarcastic jokes back. That might go over well. Also play a bit hard to get. I bet they'd go for that.
they're just immature lil boys looking for attention
by being sarcastic or mean to a girl, they figure she, or any other will less likely reject them
they are reading tips on how to cause attraction. pretend you're a guy wanting to attract women, and start googling. all your questions will be answered.