Taking things personally

As I was walking with Nina to see a movie today, we passed a nearby hotel. Nina sarcastically commented that we could stay there sometime, to which I replied that we could have a dirty weekend. Her response was 'yeah right, like that's going to happen'.
My response to that was 'thank you' - Nina asked why I said that, and then commented that she couldn't believe that I'd take that personally. All I could think was how could she be so ignorant / blind to think that I would take it any other way.
After the movie, as we were heading back home, Nina was commenting about something that someone else in the cinema had said before the movie - something that I didn't hear, and how she said something to me in response, but I hadn't heard the other comment, so didn't get her reference at the time. I commented about her expecting me to know what she was thinking, and to be hearing / focused on the same things that she was ... to which she said that anyone else that she would have gone to see a movie with would have been on the same wavelength as her. All I could think after that is another knife to the heart.