@Gina aye. I guessed as much. Had a female boss for several years who did exactly what you mentioned towards me. But idk what would have helped in terms of support, without exposing me even further.
What I thought of doing is (obv) not laughing at smth like that and firmly "move on with the conversation" or shielding my coworker by mentioning that X should not be her task - Actively holding the professional space/frame so to speak.
Not sure if that helps, but I honestly don't know what to do without framing her as damsel in distress of sorts.
Anyway thanks for sharing! Rly appreciated!