It's not a mortal sin. But it's a sin, and should be punished. The "point" here isn't to elicit an apology, it's to make sure that everyone knows that the behavior is not acceptable and will not be tolerated. The condemnation is punishment, and a disincentive to do this in the future.

So no, there's really nothing to be said after making a sexist joke. You made a sexist joke, and everyone knows it. All alternatives are bad ones from the sexist joker's point of view. But obviously some are less bad than others.

This isn't christianity. There's no foolproof path to redemption by accepting Gloria Steinem as your personal savior. Just sit down and take it like, er, a man.