There are many possible responses, it depends what your goal is. If you just care about making your audience comfortable, you can say "my bad, folks" and then m

There are many possible responses, it depends what your goal is. If you just care about making your audience comfortable, you can say "my bad, folks" and then move on and forget about it forever. If you want to understand what the issue could possibly be, you could approach that person afterwards and ask them why they called you out and why they don't want to be referred to as a "guy". If you only care about being right, you could argue with them on the spot.