So he didn’t just bring it up out of the blue.  I don’t agree with how he handled this, particularly his reaction to your being hurt by it, but at the end of the day, if you don’t have a basis (based on behavior on his part) for your insecurity, I think that is what really needs to be addressed.  Whether he handled it correctly or not, that insecurity is impacting his work relationship with a colleague.  And without some basis, that seems pretty unreasonable for her as well as him.  But if there are other actions or warning signs in his behavior that merit the insecurity, that’s another story.