First off, yeah, they were rude. And, yes, your initial response, "that's not funny" was very good. You didn't overreact at all.
That being said, your expression of being upset should have ended after the initial conversation. Giving her the cold shoulder all night for an issue you've already resolved is also rude (though not on the same level imo), and just creates a new problem. If you couldn't not do that, which is fair, you should have excused yourself with something along the lines of "I'm not mad anymore, but I need some time to cool down".