Even if he has no sense of humor, this is the proper response his handlers told him to give. Getting mad just makes it more effective and increases its visibility.
Germany’s Chancellor Schroeder found that out when a comedian named Gerd had a song about him. Schroeder actually threatened to sue, and had Gerd kicked out when he tried to personally deliver a CD of the song to Schroeder. The public went crazy, and Schroeder was a national joke. Taking the CD with a smile and a handshake in a photo op would have diffused the situation immediately, and even improved the public opinion of Schroeder a bit.
He may be well practiced in feigning a good nature. He may well have later been cursing and screaming about it. Can't tell from the video so I chose to give him the benefit of the doubt.