They aren’t lesser because they insult. They generally insult because they are lesser.
When somebody I respect insults me, I don’t want to just not care. If I respect him/her, then I would want to fix what they look down on me about. If they are better than me, I would just discard their comments about me.
The people whose insults I pay absolutely no attention to are those who I consider lesser individuals. I don’t feel the need to change, or to justify myself to them.
If I was talking about criticism, then you are certainly correct. Being able to take constructive criticism from lessers is a skill not easily learned, and certainly a valuable one. But insults? You shouldn’t give them a moments notice.