“Just kidding” doesn’t erase the part you meant.

Jokes with something real inside them get to say the real thing and then disown it, and both of you usually know it. The retraction saves you from defending it while leaving the other person holding the content with nowhere to put it. That is why it stings longer than a straight insult.

If one of yours landed badly, drop the retraction and deal with the sentence: either you meant it and can say it properly, or you did not and can apologise. If somebody does it to you, ask what they meant. The answer is usually informative.