I don't think you did anything wrong. Maybe if your friend was literally a nun, asking her if she wore thong underwear might be inappropriate. But your question seemed natural considering you were going into a lingerie store, shopping with her. That was certainly not any reason to defriend someone, IMO.

Tonight, I went to dinner with my gf's. One friend had a double mastectomy because she has the BRCA gene. We were looking at photos on the internet of nipple tattoos and talking about what she might like to get. Now that's personal!

What other friend experiences can you think of?