The most basic reason for conflicts here is that the Balkans were always a place of division, or at least from the time of the schism in Christianity. The line of division through the Balkans, leading to the first major religious divide here. Introduce Islam later on and then you have three religions.
But even before that, you had Illyrians who were beefing with each other, with the Romans, and later the Slavs. The Slavs who were beefing with each other, the Romans and later the Turks.
After a few hundred years of fighting, stereotypes about the other rise up. Thus jokes are created and people banter in the off time between wars lol
Add to that the fact that half of the countries basically speak the same language, the whole fuckery becomes a lot more spicy