Professor behaving oddly, but I don't want to persecute him
Without going into legal definitions of what this is exactly, the bottom line is:

This is inappropriate, discriminatory behavior, and you shouldn’t put up with it.

It seems like you’ve already done your best to politely stop these kinds of comments with no success. The fact that you documented everything is really great. You should approach student affairs/ombudsman/Graduate studies division and report this. Keep a record of the report. 

I’m willing to bet that you’re not the first student that encountered this behavior. One could hope that you’ll be the last if you report him.

I want to tell you that your school will make sure that your grades won’t suffer and that the outcome will be that the professor will face disciplinary action. In cases like this it’s unfortunately not always the case. Even more severe cases (eg outright sexual assault) have been covered up by university officials because of their bad press repercussions. I hope your university will do better.

I’m sorry this happened...