I have a new coworker who has some boundary issues. Conversations with her are filled with pointed personal questions, strange jumps in logic, and attempts to dissect every answer I give. She's perfectly nice, and seems to be doing fine at her new job, but interaction with her is just so...awkward.
Yesterday she asked me to list employees and patrons of the company who are g
ay.

It's worth mentioning that the organization we work for is pro g
ay, there are a number of employees and patrons who are openly g
ay, and due to other conversations I've had with this woman I firmly believe she was asking out of genuine curiosity and not maliciousness. Our conversation went something like this:
Me: I really don't think it's appropriate for us to be discussing our coworkers' sex lives.
CW: That's a very common stereotype of GLBT people to equate them only with sex.
Me: I'm aware of that, and that's not what I'm saying at all. I just think it's gossipy to list off the people we work with who are g
ay.
CW: Oh, so you don't want to out them?
Me: No, the people I know of are quite open about it, and if you talk to them they'd mention their partners just like any straight person would...
CW: If they're already out, why won't you just tell me?
Me: I just don't see how it's relevant. It's not appropriate for us to be discussing our coworkers' sexual orientations, and it's not relevant to the job.
She seemed satisfied with the relevancy argument and let it drop. I don't remember where, but at some point she accused me of being defensive about the matter.
So-- How should I have handled this? Was she as out of line as I thought she was, or was I making a big deal out of nothing? It occurred to me that if she had asked who was Methodist or who was from Louisiana I wouldn't have thought anything of it, and if it had come up organically in conversation I wouldn't have thought anything of it either. As in, if she said her brother worked for XYZ, Inc. I wouldn't have given a second thought to saying, "Oh really? My SIL works there, and so does Coworker Joe's husband. Small world!" Thoughts?