Hi Michelle, it's me! I'm finally posting!
I have the same problem with dd, who is four. I think I mentioned that to you the other day, but we didn't get a chance to discuss it. I'm constantly being told, "I don't want you any more" when she doesn't like something I've told her.
My answer is similar to yours, "I see you don't like what I've said. It's fine if you want to be by yourself right now" She just recently said it to a small friend... I wasn't sure what to do either. I kind of fumbled for a minute, but then thought, same situation, right? So I said "It's ok if you want to stop playing with ______ for a few minutes, maybe you'd like to play more later."
It's so hard when you feel their behavior is a reflection of you! I keep reminding myself that she's a separate person, and try not to let it bother me too much.