why do people need to make me fell insecure to make them feel better?
That is a good question.
Whatever the answer may be, you have come upon a profund piece of wisdom. You have identified a tactic used by many to cover up their own insecurity. Instead of acknowledging and exploring their own feelings of insecurity, some people will attack others to make themselves feel stronger. They do not understand that everyone has insecurities.
No one is completely confident. There is nothing wrong with being unclear about certain aspects of one's persona or their environment. It is OK. Everyone can learn from looking at their insecurities. Being insecure does not make someone less of a person. Most times, insecurity comes from being exposed to new ideas and experiences.
Again, there is nothing shameful in exploring new ideas, people, or places. This provides the potential for growth. Your insight provides a means of dismissing those derogatory, ignorant comments. You have the insight to realize that the bully is demonstrating their insecurity with every attempt to belittle. You can side-step the attack. You realize it is not about you. This is about their insecurity.