Why do people think it's okay to tell you what they think you are doing wrong

So before the game started our oldest boy said he needed to go to the restroom. So I took him. He gets a little nervous around crowds so he was sucking him thumb. He also still carries his bady blanket.

We were walking back to our seats and this older lady says excuse me I understand that he is a special boy but you really should break him of those bad habits before he gets older. He's going to ruin his teeth.

I stop and look at her. Because he's standing next to me holding my hand I don't say what I really wanted to.

I simply said ok thanks for that, go Royals

Thankfully I don't think he heard her but it really pissed me off. Why stop me just to say something rude.