Rooftop party with the members/trainers at my gym. (Its a small gym so people know each other pretty well). Ive seen this one woman around at the gym and we've said hi, but we've never really talked much.

We start talking and its going really well, she's laughing, touching my arm etc. We talked for about 15 minutes and we were talking about events in our city, and I mentioned how I went to Pridefest and really enjoyed it. She goes "maybe you enjoyed it because you're gay and you don't know it?" I thought this response was really juvenile and kinda rude. All I could think of what to say was shrug my shoulders and ask "wanna find out?"

She laughed and said "nope, that was a good one but absolutely not."

How was my answer? Also, why would a woman ask that unless she was trying to be funny or wanted to know for sure if I was gay or not because she was interested?