A) I’m sorry that happened, that’s an insensitive thing to joke about and it reflects poorly on their character, I’m sure it sucked to hear. I know that having peace/civility with roommates is important, and that it can feel crappy to be the one that voices discomfort when everyone else seems okay with it.
B) You don’t have to go out of your way to address it, but if it comes up again, you can always say “I’m not comfortable talking about a classmate this way” — that isn’t a judgement about them, it’s just you announcing a personal choice. The lever of social shame should remind them that if you’re uncomfortable with it, maybe they should be as well. But also, it’s okay if you’re not comfortable saying that— you aren’t responsible for reminding other people to be kind, and it’s okay to choose your battles in a shared living space.