I'm assuming the thing with the friend was just her trying to lighten the mood with a joke or something. Explain that it was not a funny joke, and its timing extremely inappropriate and even hurtful. If she doesn't apologize, I would indeed soft next and, in addition, rethink my relationship.
As for her not having orgasms during vaginal intercourse, I wouldn't worry about it too much. I totally agree that the cause probably
is a limiting belief, but the both of you talking about it will only make her repeat this belief and therefore reinforce it. I suggest you undertake action instead. Bring her close to climax orally, then quickly switch to missionary to finish it off. If her excitement goes down instead, you go back to oral until she's almost there, then switch to missionary again. Rinse and repeat until success, she'll love it.
EDIT: Was already suggested, read over it, sorry. I guess that just proves it works

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One of the most useful things you will ever learn about
body language.