well part of it might be just them giving him crap. You know, it's a guy thing where they feel the need to pick on each other as a form of initiation... They are likely just seeing how he takes it, is he going to take the ribbing and be cool or will he get upset you know. It's like freshman year of highschool where everyone had to figure out where you fit in
I'm sure it will blow over and they'll find something else to rib him about and eventually there will be another new guy that will take the ribbing for something.