Thanks to all for your replies. Most have good points.
Yes, I need to grow some thicker skin. Going to HR is the last option on my list right now. If I were in a position that I could get another job easily, I might say something.
True, I should not have to change my wardrobe for others, however, those MTB shorts I got from Performance are pretty darned comfortable anyway.
The mocking happened a few years ago, I haven't cycled to work since.. (too many reasons to list, plus I discovered motorcycling as well) but I am getting back into cycling to work. I am sick of feeling depressed all the time, plus my knee issues have gotten better. The rush of endorphins I get after a ride is a good high.
I will be cycling to work next week, and will post any comments made to me.