Is there an idiom or set phrase for "pretending not to understand an innuendo"?
You understood perfectly what the other person said but preferred to act as if you hadn't. For any reason: it may be that any reply would be embarrassing, it might start an argument, or would make you franker than you wished. In a nutshell, it would make you talk about things you preferred not to.
example: a malicious comment such as "Why don't you dye your hair blonde? I'm sure your husband will love it." when you found your husband is having an affair with his blond colleague.
The idiom or phrase should fit here: I think she understood perfectly well what I meant. She just ____________.
Edit: for clarity. I'm not looking for "turn a deaf ear". An innuendo is usually subtle and in this question the listener pretends to have missed its real meaning.
She was just being coy about her love life, deciding to play dumb and beat around the bush until you changed the subject. Your response could have been 'don't be coy; answer the question'.
coy (koi) adjective
TFD: 2. Unwilling to make a commitment or divulge information:
"As a child, when I asked my mother her age she was coy and evasive" (Lynne Sharon Schwartz).Google: reluctant to give details, especially about something regarded as sensitive.
“Pretending not to understand an innuendo” could be rewritten as: unwilling to divulge information of a sensitive nature.
beat around the bush –etymology, SE
to avoid answering a question; to stall; to waste time. -TFD
Bending the ear of a third party, you could snarkily say, "I think she's ignoring me." In your sentence, "She just ignored it."
One can feign naïveté or feign innocence. Personally, I'd go for naïveté because it implies that you pretended to not understand what was being implied at all.
To play innocent carries the connotation of pretending not to know or not to understand:
- to pretend to be innocent and not concerned. John is playing innocent, and he knows more than he is telling us. (McGraw-Hill Dictionary of American Idioms )
also: She just acted as if nothing had happened!
I would try disingenuous.
(ODO)
This dictionary defines it as "Not candid or sincere, typically by pretending that one knows less about something than one really does."