Gamora could have not mentioned it, there wasn't a need to bring it up. Except that maybe she wanted him to know that she didn't like it. It wasn't any of her business and maybe she had no right to dislike anything about his life, but she did. Not to mention this whole alternate reality thing was something Gamora didn't know enough about to trust.
She wasn't annoyed, it clearly wasn't his fault but maybe it was the only way Gamora knew to show that she cared about what he was doing, that he shouldn't move on from how he felt.
And that she didn't want to have to stab him for saying one thing and doing another.
"Good," Gamora said as she crossed her arms. "We don't know her, she could be dangerous." It was a stretch, but it sounded good.