Guy's Behavior

Should I confront them or not?

So we were having lunch with some colleagues that I’ve recently met ( 2 months ago ) and one dude said one thing that he’ve heard and was not sure about ( to put you in the context he was talking about a woman who told him that she has 4 kids and then he said I’m not sure she’s married or not but maybe she is ) and then he looked at me and said “ my name “ don’t tell this to anyone I don’t trust u with this while laughing , and I was like who would you think I would tell about this , and then the other friend jumped and said well maybe you’ll tell your other colleague who u usually sit with ( my other colleague is 60 and we don’t talk outside of work )

I’m usually a bubbly and friendly person and I always like to talk a lot but I never sniched on someone , what do think made them say this, and should ask them next time wether they were joking or not?
since they always like to tease me and they’ve already told me how exceptionnal and funny person I am

Should I confront them or not?
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