In my opinion, it sounds more like the girl is trying to test the waters. Like there is a inkling that you are a girl, and that was a comment thrown out there to see how you would react. To find out if it was true, basically. I've seen it done before. When people do it to me, I just look at them blankly and go "I'm a boy/guy". And they just shut up. If you react weirdly in some situations, rumors will start, people will assume things, right or wrong, and then you have to deal with that. Hopefully, it's as innocent as she tried to make it seem. But to be honest, it doesn't seem like it to me.