Given the entitled sort of parents around these days, it takes a rare sort of person to actually tell a child off.
So I'd guess this particular child may well have been doing more than he's admitted to. Enough to provoke the woman into saying something, however mildly.
OP has admitted she didn't hear everything, so is in no position to sate her son was telling the truth, the whole truth and nothing but the truth.
And by calling out the window of the car, I also suspect OP came across to the woman as potentially aggressive, which is probably why she dodn't repeat what was said. I'd guess she may well have felt she wouldn't be believed.
OP, you don't have any idea what went on. Yes, you have your son's version but, like any child, he's going to minimise the hell out of it.
And you've effectively given your son the green light to be "cheeky" to others.
Respect is given until events prove otherwise.