Me personally? I've become much less tolerant of sexist humor. Back in the day, cracking a joke at women's expense was pretty common when I was a teen. As I've matured and become aware to the horrific extent of toxicity and bigotry pervading all tiers of our individualistic society, I've come to see how exclusionarly and objectifying that sort of 'humor' really is, and I regret it deeply.
“Thank you friend” is impolite? Maybe it’s informal, but I think that’s a great solution to the problem. I can’t imagine anyone having a problem with that except maybe an aggro asshole.