I think he is embarrassed about her interaction with his two friends during their housewarming party earlier in the season. When his friend brought up the conversation, he did so not simply to bring a possible conflict to his attention. He did it because it also made him and the grape lady uncomfortable or "turned off" in regards to her as a person. I don't think he's as concerned about Lindy sharing or venting to a friend about their relationship, overall. It's more about the lack of judgment she clearly demonstrated when it comes to who and when she discusses these issues. His friends were so visibly uncomfortable during that insurance discussion that I'm surprised the lady with the grape costume didn't start popping some of those grape balloons just to make the unexpected venting session end as abruptly as it started.