Why should they? People like what they like. But here, let me give you a more extreme example of what you're implying. What I'm going to say is inspired on the experience another user had for being a Filipino (look a few pages back).
Bullies are always going to choose their victims based on differences that, in the bully's eyes, "are not fitting" for their lives. We have the example of the MLP guy who shows it off. Under what you're saying, he can just stop showing it or stop liking it altogether. I still find this to be the grossest escape anyone could do, because really, in the long run it's the bullies who should change, not the victims. But still, the "solution" is there for them, yes. But right now, that's not the point.
Now put yourself in this situation. You're someone whose skin color is blue and you go middle or elementary school. Yup. You're "blue". You are forced to move out of your country as a child, and land in a country where the majority of people are green-skinned. People start bullying you. Really, really bad. Every day they pick on you. There's not one day that you can go through in school that won't get you harmed, physically or otherwise. You start pondering and pondering, and you realize that the problem is your skin color.
What are you going to do? Change your skin color? How? Or are you going to try to go against them, fight back? You will land in a worse position than you're now. What can you do if you get bullied because of differences like that that you have absolutely no control over?
It's really easy to say "meh, just stop being the way you are to save yourself from the bullies", but doing it is another story. The MLP guy will always like MLP unless he sadly gives in to the intention of the bullies. But what if you're bullied because of your skin color, size, or family upbringing? What are you even thinking in doing? There are many things you cannot change about yourself, and most of them are physical things (most, not all). Are you planning on being a victim for the rest of your life? Because unless the people who bully you change, it's always going to suck for you, unless you move to a different place, where people are like you, and unless you start going to places where everyone thinks like you, but it's not always possible. Specially if you're underage, which is when most victims suffer the most.
I say again, never find a way to point fingers to the victims either directly or indirectly. "Meh, you got all this for liking that little girl's show" - Whether you like it or not, it carries exactly the same meaning of "meh, you got all this because of your skin color". I don't care why people decide to pick on others. They have a problem and they should be dealt with. They are the ones who pick on people, and if they were simply a little bit more tolerant of others no matter how they think or how they look, and if they were more secure of themselves, this thread wouldn't exist.