Quoting Kaysay:" Absolutely they would, and it is a really common way people handle guilt. It's trying to approach something ... [snip!] ... talk to him about it. There's probably a good chance he was just joking, but just tell him his comment threw you off guard."
I have known a few people to try to pick fights, or drop hints or flat out be careless on purpose. They want to tell someone what they are doing, yeah cheating is a smurffy thing to do and people do feel guilty while they are doing it. Even though it's not enough to stop them from doing it. Some guys don't have the guts to break it off so they want you to figure it out, they want you to have a reason to leave.