Of course 'my bad' is a misuse of the language, bad being an adjective and needing a noun. If anyone says it to me, I continue with 'what' as in due you mean my bad luck or my bad judgement.
It is as bad a using the transitive verb 'enjoy' I also follow this with 'what' as in do you want me to enjoy my holiday or my new car.
It is all simply lazy and careless.