Real-Life Strange Conversations

I hate getting into conversations with random people at the gym. I really don't want to talk to people while I'm exercising, even if (perhaps especially if) I'm just winding down in the hot tub or sauna. Today I had to have two, count 'em, two random conversations. Yeeks. One of them was relatively benign, with a lady in the hot tub, mostly about eating and health habits. However, she started the conversation in the following way (approximately):

Strange Random Lady: Do you eat at all? Because you have a really nice body. (At this point, I was afraid she might be hitting on me.)
Me: Yes, I eat too much, which is why I have to come to the gym.

It proceeded from there to a conversation on eating habits and, somehow, tamales. But it wasn't too strange. It was the random conversation I had in the sauna room that left me feeling a little icky. Here's the scene: I'm enjoying some rare alone time in the sauna room, leaning against the side wall with my legs up on the bench. A guy comes in and claims he jumped about a foot because he didn't see me at first. Fine. But then he kept talking. (The following conversation is an approximation of what was actually said. Call it creative non-fiction.)

Strange Random Guy: I really didn't see you there. Did you see me jump? Man.
Me: I guess I'm kind of hiding back here. Heh. (I attempt to close my eyes to ward off further conversation, but this fails.)
SRG: You know, one time I was in the steam room and there was someone else in there but it was so steamy I didn't even see him. And then when he got up it scared me because I had no idea he was there. I guess he knew I was there because he saw me walk in.
Me: Yup, it gets pretty steamy in there. It's too steamy for me. (I should have kept my responses monosyllabic, in retrospect.)
SRG: The steam room here's better than the one in Ceres.
Me: I've never been to the one in Ceres.
SRG: In Ceres they have a private steam room so people go in there butt naked. That's so gross. I don't want to go in there after someone's been sitting in there with their naked butt.
Me: I guess they probably don't rinse it down every time someone's used it. (Abort! Abort!)
SRG: Even that would still be gross, just knowing someone's been in there all naked. And it always seems like I'm going in there after some hairy Iranian guy. (He said something else, but due to amazement I did not absorb it.)
Me: Hmmm.

Fortunately, not long after this he decided to move to the steam room. But before he did, and after the "hairy Iranian guy" comment, I had a brief moment of indecision. Should I say something? Like, "Hey, that's kinda racist?" Or "I'm offended by that." Should I enlighten him about my own ethnic origins? Ultimately I decided on none of these, and said merely, "Hmmm," because I did not want to be having this conversation any longer than necessary. In fact, if he hadn't left soon afterward, I definitely would have. The "Hmmm" would have been followed by "okay, bye now."