1) "Is she always like this?" isn't a particularly good thing to say because it's acting reactive and defensive. You open up the possible retorts of "yes" and "no, only around fucktards like you" which both get you nowhere.
2) Better options are to ignore it, agree and make it a joke, or intentionally mishear it
Her: Why you creepin?
You: Hey is this your friend? Hi I'm ____
Her: Why you creepin?
You: You're right, I should just say what I really mean. Baby, ever since I set eyes on you, I've loved you completely and totally. I know we've been through a lot together, but let's give this a shot and see if we can't rescue our marriage. If not for me, then for the kids. What do you say? (Said in a mock-heartfelt manner, this will probably make her blush and feel a bit embarrassed, but her friend will probably be giggling and laughing, so then you can just start talking to her)
Her: Why you creepin?
You: I love it when you talk dirty to me. Seriously though, you can flirt with me later, there are other people around
These are off the top of my head, with my own style of humour and my delivery (always with a smile and having fun and being flirty). But the basic point is - control the frame, take it in your direction, and don't allow her to make you explain yourself to anyone. You're the one having fun, she's the one being weird and unfriendly, and you're not gonna let her get to you.
3) Whatever happens in ONE SET means almost NOTHING. If I went up to a guy and asked him for directions and he shouted at me, I would assume that he was in a shitty mood or was just a cunt. I wouldn't have one bad interaction and then go around assuming that EVERYONE I EVER MEET AGAIN will shout at me if I ask them a question politely. Don't let one bad interaction get to you.
4) If you go up to a woman you don't know and start talking to her about random shit in a bar or club, chances are she IS already assuming that you're trying to hit on her. Women aren't stupid. But that's ok. As long as you are having fun and being social, and your conversation is fun and interesting, there's no reason why she wouldn't want to hear it anyway.
Knowing this, I personally think it's better to simply be direct about why you are talking to a woman in the first place. I open directly because then I am acknowledging why I'm coming up to them openly and honestly. We can then either have a normal conversation and get to know each other (with the constant subtext that we both want to fuck each other at some point in the future), or she can tell me straight up that she isn't interested and I can move on.