I took the first comment as a light hearted attempt a a joke, but I wasn't there. If the OP really thought he was accusing her of being a drug dealer, then the response of an interesting assumption seems a bit mild to me. In that case, I'd address the comment directly and deny the accusation. If she believed it was an attempt at a joke, then her comment was an attempt to shut him down, but I agree that it was rather abrupt and likely to be interpreted as don't interact with me again. I don't see it as "grilling her" about her medications or health at all, just an apparently ill advised joke.
After that interaction, his subsequent comments about her being too young to need that much medication was, I think, rude and crossing the line and perhaps "grilling her". For that, the interesting assumption line seems appropriate.
As an aside, pills are best stored in their original container, particularly when going through an airport to avoid misunderstandings or worse. It also helps ensure you don't confuse one with another at a later date.
I don't think he was actually accusing me or grilling me until he got to the subsequent comments; those changed my outlook completely from the original comment about me being a drug dealer.
If we pretend my first "interesting assumption" was rather a really confused sounding, "Excuse me?", I still stand by my second use of "interesting assumption" and it still conveys what happened:
He made a stupid joke that could be offensive.
I was confused and responded in such a manner.
His tone completely changed from joking to accusatory; he grilled me with an inappropriate question and was already treating me as if I had no good
answer that would leave him satisfied.
I answered, bewildered, because why else would I have them unless I need them?
He accused me of not needing them and his voice conveyed he thought I was a liar...if I was a liar, what else would I be but a drug dealer? So we're
back to his original statement that he thinks I'm a drug dealer.
I stopped him from continuing the very inappropriate and offensive line of inquiry about my medical needs.