She might have been asking if you were playing an 'official' tournament match. In her mind, you might have been playing a warmup practice match during a time or on a court which was reserved for official matches. I played in our state tournament a couple of weeks ago and had to ask some players using our assigned court to leave. Watching them you'd have thought they might have been playing an official match but we knew the court was supposed to be empty.
In your case it was probably someone just being clueless, like if you are standing somewhere holding a cigarette and you get asked, 'You smoke?'
When should you serve and volley in doubles? Only when you want to win.