It’s not just fun, but the least offensive way of establishing hierarchy, which is required to form a group, in men. They ask you who you are. A reference to some rule (e.g. what’s acceptable) is by definition a confrontation. A refusal to position yourself in a group, which is tested/offered by poking a person, makes you a questionable element in it. Yes, all this is mostly pointless in a modern life. But that’s how an average hunting-age male works.

The attributes and reasons do not matter in isolation. They will find where to poke even if you’re a twin of one of the group members. Red hair is just the obvious one to use.

The alternative is going to the office, filtering thoughts in your mouth and reporting slight misspeaks and inappropriately timed eye contacts to a special manager who then decides who’s higher in hierarchy according to some rules.