The comment "Bisexuals don't know what they want" isn't even funny as far as being a joke is concerned. It's an old stereotype. Anyone who would think it even contains humor must be braindead, or, deadbrain.
I thought it was well known that some bisexuals still don't like that point of view. You'd think the humor would be directed in another direction like, "how many bisexuals does it take to screw in a lightbulb?" (I'm just kidding). I am just blank when it comes to bisexual humor, if there is any.
I wouldn't be overly offended by a stupid comment myself, but I can see why these people who participated in the parade and who are struggling to be taken seriously would be offended.