Being female, I would feel more comfortable with a female trainer.
This woman is a liar and quite possibly a fornicator/adulterer. I totally call bull crap on her "Oh I was just trying to make conversation." statement.
SSC you handle it well. And I have to agree with Vidiot... excellent parting comment. You probably won't see her again because I suspect she has now labelled you apostate or DF or something she has to shun.