No, it would be immature.
To elaborate, if the thing was actually a friendly joke, then no response is needed. If it was more straight-faced, then any response would be childish.
Personally, I'm fond of Rebecca and her songs, but I didn't like or approve of her song to Yahtzee. Not because I feel bad for Yahtzee, but because I dislike such personal attacks, even if they are in jest.
Yahtzee handled the situation quite well. He posted the song on his previous video to show that it doesn't bother him and acknowledged it with a small refference this week. Any more would be pointless.