I encourage you to put yourself in someone else’s shoes. The “joke” is there’s this archetypal character who is often named Karen who is entitled and makes unreasonable demands. If your name is Karen, that sucks. It’s not about egocentrism, the villain in this joke is literally named Karen. Imagine you couldn’t go through life and raise a concern about any issue because someone would be like “har har, you’re being a real Karen”. Even if it’s a joke, when you hear it a thousand times that gets old and it sucks.
I have some friends who named their daughter Alexa before Amazon released the virtual assistant with the same name. Kids at school tease her. She can’t go by Alexa, she has to go by Lex. Again, I encourage you to imagine yourself in someone else’s place.