AITA for just walking out during my friend’s comedy set?

One of my close friends has been doing open mic nights for a few months, and I’ve gone to most of them. Last week she told a story on stage about someone getting locked in a restaurant bathroom and trying to climb out through the small window. It happened to me last year, and I’d only told a few friends because I was embarrassed. She changed the restaurant name, but kept enough details that the people we came with immediately knew it was me.

Everyone was laughing and one friend kept looking over at me, so I got up and left. Afterward she texted saying I made it obvious the joke was about me and made her look bad by walking out in the middle of her set. I told her she shouldn’t use things I tell her privately as material, and she said comedians talk about real life all the time and nobody outside our group knew. We haven’t spoken since. AITA?