First off, it's okay to cry. It usually happens when feeling a really strong emotion.
And I'm sorry that you have to deal with him, but so long as you keep in mind that there's nothing wrong with your safe space or how you choose to play, it'll be alright. Just keep doin' it your way. My advice to you is to stop trying to explain it to him, since it seems to only result in frustration. If you don't give him attention or the reaction he wants, like most people, he'll probably stop doing it since he isn't getting what he wants anymore. It's alright to be upset for being made fun of, it's natural really, but don't let your feelings control you and try your best to keep your calm. He can't take away your safe space with his words. They're only opinions and your safe space is perfectly valid.
Don't know if this'll help, but I hope it does.