I'm sorry that you're in a situation where you feel uncomfortable with joke made by your parents.
I think the main problem here is not what your parents are saying, but the way you feel about yourself? You've said that your parents make other remarks and it doesn't affect their relationships with that certain group of people... therefore, it makes me think that you're in a period of self-reflection, not really sure as to who you are, quite at the moment.
As a gay person myself, I used to be VERY uncomfortable with that kind of talk and not able to see that jokes between loved ones are, in fact, a sign of acknowledgement and acceptable... BUT only if they're taken as such.
I would advise you to talk to your parents, but I know you won't do that - and to be fair, what is it that you are going to tell then as, at the moment, things are a bit all over the place for you. I'd say not to make any sudden declarations to your parents because this is about you... not about them; you need to be comfortable with yourself.
Can I ask how old you are? and are you thinking you MIGHT be homosexual, based on default or not being hetrosexual? Being one or the other requires some sort of emotion towards a certain sex?