Saying “I am offended” is just as much protected speech as whatever speech causes that response. The First Amendment restricts the government’s power to censor speech. It does not protect one from ridicule or even retaliation by private entities (as long as said retaliation is a legal activity).
Unless “I am offended” is followed by a “cops! Get him!” or a punch, it is not censorship. XKCD, as usual, explains it well: