Getting offended is a way of discouraging antisocial behavior, perhaps even the primary way. Because this is a public good, it is probably underprovided. (And yet you go on to recommend against it! Frankly, I'm shocked.)

Getting offended for one's own sake, alternatively, is probably a Pavlovian learned behavior because criticism feels bad. Being able to distinguish between different causes of offense seems like a useful skill, due to the costs of being offended that you point out.

More generally, one can better callibrate one's offense-giving by training to be offended at antisocial actions iff your offense actually has the deterrent effect. There is little utility in being offended by someone who is not in front of your face. There is also little utility in disapproving of people do not care for your approval. Inasmuch as people care about being disapproved of even when they are not looking, however, you may wish to cultivate offense even then.