What sort of response could one possibly expect considering the choices he makes on stage? I can't feel bad for him in this regard at all. It'd be like Elvis being annoyed at women screaming after seductively shaking his hips.
I can understand Mitski being frustrated by her audience interrupting the show to yell, "Mother!" because all she wants to do is perform her songs, but this guy's shirtless, wearing chaps, gyrating, and grabbing his crotch on stage, so I'd roll my eyes if he suddenly grew offended by being objectified.