Sounds to me like she's heard one of her parents talking about people with sob stories.
Whether thats been about you, and whether the child understands that 'sob story' is an insulting term and not just 'someone talking about something sad' - thats another matter.
If you are frequently emotionally dumping on these people, maybe its a bit of a heads up. If you really aren't, then either they are not as nice as you thought or they're talking about someone else entirely.
Years ago, as a teenager, I rang a friend at her and her parents home. Her young neice was there who I'd met a few weeks previously and gotten on really well with (like most adults who talk directly to children she thought I was great, very fun)...
Friends Mum answered and shouts to friend 'its Widdlin on the phone for you'...
As the line hangs open waiting... I hear a small voice rather loudly ask:
'Widdlin? Is that the one Grandma says is a pillock?'
Much spluttering and shushing from 'Grandma'. Much snorted laughter from me.
Ah, fun times. (I already knew that 'Grandma' didn't have the highest opinion of me).