I think its likely that the woman at the playgroup is single and she was looking for some way to see if you were too because she wants to make a friend. Honestly, I probably would have responded with a simple, "yes, DH and I have been married for x amount of time. What about you?" She would realize that her question was rude, just by the fact that you DO have a partner.
I don't get this. Why is it rude to think someone who does have a partner might not have one? Would it be rude to ask, "Do you have other children?" I can't imagine anyone would think so - whether the answer turned out be yes or no. It's a neutral question that doesn't imply any assumption about the other person. I see "Is there a father?" as pretty much the same kind of question. Why would you be insulted by someone thinking it was possible you didn't have a male partner? Is being a single mom or a lesbian shameful?