You were quite adult. That wasn't a comment that needed to be responded to, so you didn't.
Two sentences were made:
1) A remark of disbelief, and
2) A short explanation.
The only possible response would be to dispel the disbelief. What would be the point of that? No matter her intent, she would have stayed if her disbelief was meaningful. She didn't, so there was no reason to convince her that she was wrong.
I'd suggest trying to learn to evaluate comments like I just did. Hear it, skip a beat, think about what they said, decide if it needs to be answered, and if it does, then do so. If it doesn't, then offer a smile: smiles are good for people.
