Since childhood I've never quite understood this. Many times I've heard someone take the mickey out of another (sometimes people doing it to themselves) for having no or not enough friends. I find it really, really weird and not funny. I don't understand why it is seen as a sign of humour. I've even heard people say it about themselves again as a self deprecating joke or something. But I've also heard people do it as a competitive thing, putting someone else down. I sometimes think it is a particularly English thing, one of those things like being a bit cold and saying people are "mad" and enjoying weird humour, and as I'm not English I won't get it.