I’d just say, “That sucks. That guy wins the Zero Sensitivity Award.” or something like that. Just sympathize with her. Later you might say, “You know, I was thinking about what you said the other day — and I was thinking that dude probably didn’t even realize what a dick he was being,” and you can get into a conversation that way. But right after she tells you, it’s best to just be sympathetic. You sound like a cool dude!