Oh, the Bosses of Facebook.
I'm married to one. My BFF from high school is one. It's not enough for them to control their feed, but feel the need to control everyone else's too.
I would delete it and continue on as normal. If this person comments again publically, I would send a private message saying, "I have no issue with you hiding me or defriending me, if you are uncomfortable." Neither the Dude or the BFF calls me out in public anymore.
I think that's the most polite way. I've never had to escalate beyond deleting a comment, for what that's worth.