Honestly, I find it amusing. They take weird as an insult because they'd use it as one meanwhile there's a notable number of people who self-identify as weird.
I suppose logically I would though I don't usually use the exact term. More often I'll state 'Normalcy is overrated.' Whomever I'm talking to can think whichever term about me. If they vocalize it and it's distasteful to me I might redirect to 'weird' but I generally don't feel the need to give them a term... which I guess is weird in it's own right considering most people would give their preferred term xD