Well, as long as she just asked politely and didnt expect a lifelong army guy to suddenly react to her sensitivities, I got no problem with it. May be a tad eccentric, but its probably done for the publicity more than anything else.
Obviously a general is going to "Sir" and "Ma'am" everyone he talks to, thats what he was trained and accustomed to for probably longer than most of these people even were in politics.