You are missing the point. Trump is not complaining about the insults being directed at himself - he probably does not care a shyte what they think.
He is complaining about the insults being directed at Pence his elected VP. He is complaining the same way you would if somebody called your sister a whore. Water off your back but not nice directed at (presumably) your innocent sister.
I for one find it amusing that these people are complaining that their choice of a psychopathic unstable criminal was not elected to push the nuclear button.. I hope Trump puts her through the courts so that these "righteous" people see how close to disaster they came.