I think "interesting assumption" is incredibly dismissive and should probably never be used between members of this board. You use it when the person who has said whatever is prompting it is incredibly rude and you have no interest in correcting the assumption. It also means, "The fact that you would think so says more about you than about the situation."
For example, two women are at a bar catching up. Guy walks up to them and asks to join them or to have one of them dance with him or to buy them a drink. They decline. Guy says, "Well, I guess you're l*sbians then." If either woman wants to comment, "That's an interesting assumption," would work here.
Another example, a man has married a woman who is not conventionally attractive. When he is at an event with her, another woman comes up to him and says, "So, did you get her pregnant?" or "I guess she has money." The man looks at the woman and says the magic phrase, before turning abruptly away and ignoring her for the rest of the evening.
I see people using this phrase on the board, and it always comes at a point where tempers are starting to flare. It would be so much better if people would say, "But you are assuming X, when Y or Z are equally likely." This is not nearly as dismissive. In anyone on eHell deserves to be IA'd, I would hope a mod would deal with them first.