Why does this always happen?

To my experience it's easy to "fall into a role" of being the awkward kid that everyone picks on. I even ended up identifying as that. It only started changing when I decided to break my reaction patterns and experiment. I would observe how others behaved in certain situations and accommodate what I found effective.
Of course it isn't a perfect strategy. I haven't counted the amount of blunders I've made, and I really don't want to know, but in the end I've become a lot better at gauging a situation and staying out of the "victim role." And whenever I find that I'm being ridiculed by a group, I leave that group behind. It's effective but difficult since you need to be able to make do without many (or any) friends for long periods of time.
The key, for me, was to continually analyse the times things went wrong and the times things worked out; to find out what made the difference. And the really hard thing was to accept my own fault in it. It's really tempting to blame the world for mistreating you when often you don't really give the world much of a choice. Humans are merely animals and we instinctively shun the odd ones while finding excuses for ourselves.
It worked for me but it wasn't easy. And my life isn't exactly a dance on rose petals now either, but it's better. Harsh reality is there are no easy solutions and it's up to the individual to take care of themselves no matter how unfair it is because the world doesn't care.
Please consider my words and consider if you can use it. But please (!) don't make the mistake of disregarding it simply because it sounds overwhelming. No one else has the strength to pull you from your misery; someone may throw you a rope but you have to do all the work.

I wish you the best!