Being a bully is so last century

For some strange reason, one of my colleague at work started acting like a bully around me now that we work closer. He kept saying threatening stuff like "hey let's beat him together", "let's give him work and work him to death" or shit like that. I understand that he's trying to be friendly in a very awkward way , but acting like bully as a way of being friendly as being friend is so last century.

Still, since I am about to leave, I try to lay low and let him be. But it seems like he's just getting worse. In some way, he's kind of a confirmation that my leaving is a right decision.