Why is doing things Joe doesn't like, or making his friends sad, bad?

Because ceteris paribus, I prefer not to make Joe or his friends sad (which is an instance of the more general rule, "don't violate people's preferences, ceteris paribus"). And before you say that makes morality "arbitrary" or something along those lines, note that the overwhelming majority of society (in most Western First World countries, anyway--I don't how it is in, say, the Middle East) agrees with me.

So yes, technically you could have a preference for violating other people's preferences, and those preferences would technically be just as valid as mine, but in practice, if you act upon that preference, you are violating one of society's rules, and game theory says that defectors get punished. So unless you want to get locked up for a long time, don't kill people.

Of course, you might find this unsatisfactory for several reasons. For example, you might demand that morality hold anywhere and everywhere, whether a society exists to enforce it or not. However, the behavior of other animals in the wild definitely contradicts that idea, and humans, for all their intelligence, are still animals at their core, and therefore likely to behave the same way if deprived of societal norms. (Mind you, given enough time, they could probably implement a society from scratch--after all, we did it once--but that'll take a long time.) Unless you're a moral realist or something, which is indefensible for other reasons, I don't really see how you could argue your way out of this point.