Did I do the right thing?

I reported a coworker to my supervisor based on a series of comments this coworker made to me regarding a sensitive issue. Without going into too many details, this sensitive issue is universal in its sensitive nature (think victim blaming) and the comments about it made me question the ethical values of this coworker as they pertain to this particular subject. I expressed concern to my supervisor over working on a similar situation with this coworker in the future as they may not be the best person to handle this specific type of situation. It was not my original intention to report this coworker so much as I was seeking advice on how to address this with them the next time we work together.

My supervisor told me they were obligated to report this to IA due to the nature of the subject. My supervisor also told me to be cautious of what I say to them due to their obligation to report it.

My supervisor told me they don't want me to feel like I can't tell them things but acted like I have now saddled them with something they don't want to do. They also told me it's very unusual to report coworkers in this job (I'm fairly new to the company).

So now I worry that I made the wrong call in reporting it in the first place?

I did address the comments with the coworker when they said them but I was so taken aback that they made the comments that I worry my response was delayed or too weak to properly be effective. Also shortly after the comments were made they left so we did not get to have a proper conversation about it.
Did I do the right thing?
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