Under JW rules you did the right thing, you were not a sharer in her sins. You are free of guilt.
The reason you feel bad is because as a human being you poked your nose into someone elses business and they didn't appreciate it. They have been embarrased and interogated based on what you said. They are human beings so react as human beings will, you stirred up this mess and it is towards you that anger is directed.
The JWs encourage this sort of thing but really in any other setting this would be none of your business. Take a long look at it and put yourself in the RPs shoes and think about the sort of person you are becoming, do you like who you are?