Um, yes, you should be offended, that was completely unprofessional and unnecessary what that women said. You should definitely let your feelings be known to her, for eg, you could say to her "You wonldn't have said that to a fat person in our class so why say it to me. My health is none of your business.". I have just had something similar happen to me at a boot camp where the woman keeps making comments about my diabetes in an oblique way so am just about to email her to say I won't be coming back and how unprofessional she is.
These comments really annoy me as you can see! Anyway, good luck!!http://www.diabetes.co.uk/diabetes-forum/posting.php?mode=reply&f=15&t=41016#