It's a disrespectful nod in Mexican culture?

My friend and I were talking to a Mexican lady, you could say it did not take too well for us. Anyway, long story short, some harsh words were exchanged and walked away. Upon leaving, he turned and winked at us. We confused, then a bystander said it was disrespectful in Mexico culture. Several other bystanders confirmed. I looked online but can find a definitive answer. Therefore, it is disrespectful or not?

I wink when I'm joking, trying to make someone understand you do not really mean what I'm saying (as complicity) or flirting, but I think it was disrespectful. I thought it was a nod from the same everywhere.

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