In my group of friends, i'm just like Kai. I don't really hang out with my friends, they persuade me to join them but i just don't feel like it, i just enjoy being alone. Maybe Kai is like that too? Of course this is just my experience but speculating that someone is bullied because they don't hang out that often, don't talk to each other regularly, or not showing support publicly is a reach.
Now regarding the video, i do think they go too far with that joke and i totally understand if Kai feel offended by that. But that doesn't mean they are actively bullying him.
I wouldn't speculate about bullying so easily as it's a very serious matter.
I am not accusing them or anything, I am just sharing the feeling I got from watching their contents. Your example can’t really be applied here though, Kai had no choice but to literally live with the other members since he was a teenager, worked and travelled together with them for years. He must have became genuinely close to them, even at least one of the members, which he really didn’t from what I have seen.