KV is Sallu's punching bag this season - he has one more or less every season, and he ridicules them more or less depending on his level of dislike. I don't buy the 'he knows him/his family' and that this a sympathy dilao-ing mili bhagat. Sallu knew KV last year too, when he wasn't a contestant - but rather an invited guest, as a panelist - and he ganged up on KV with Tanisha to mock him then too.
When jokes are targeted, distasteful and intended to mock - they're not funny to me. And no, it's not part and parcel of being a celeb IMO. The only part and parcel of it is that most celebs will feel they have no choice but to laugh it off in such situations. KV doesn't enjoy the ridicule - nobody would.
As for Megha - her issue with the Happy club goes both ways of course - I don't hold her blameless. But I've never found sniggering/making faces and interrupting when someone's talking on the weekend anything other than utterly juvenile and ill-mannered. There's one or two who insist upon such behavior every season, and Sallu will comment on it or not depending on whether those doing it are his chahete or not.