Should I confront these people about this?

I was working out in the gym when my trainer laughed and said tie your hair from tomorrow onwards half the time you just keep settling your hair, an Aunty was standing there, she heard this and said that I she doesn't understand how some people can workout with open hair and both of them, my trainer and that woman started laughing.. I felt really embarrassed.. I walked away from there. Should I have said something?

Should I confront these people about this?
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