I had a roleplaying experience where my male character reacted to a female player’s female character in a chauvinistic way, pointing his finger and making some sort of comment, and her character replied with a lack of appreciation for that attitude. After the session, the woman approached me and made sure that I knew she was roleplaying. That was my default assumption. We were around the game table, speaking in character, it was a game.

At what point you should check in with every player about an in game interaction, is hard to judge. If in doubt, check it out, but from my perspective, unless it is very clear that it is an out of character interaction that is inappropriate, one does not need to follow up on every little thing. However, if someone is not clear in their roleplaying, and it comes across as inappropriate, stop and THINK. Is this person just not good at delineating their roleplay persona from their normal self? For example, they don’t use a different voice or change their intonation when they speak in character? Clarification without anger goes a long way.