Exactly. Even the smallest details can get them riled up
Female friend: So what did you guys do?
Me: ?
Female friend: You know what I'm talking about lol
Me: What?
Female Friend: The girl you did the study group with; what did you guys do?
Me: WTF that was two weeks ago
Female Friend: I know, but...what happened?
Me: Why do you care lol
Female Friend: Oh so you aren't going to tell me?
What the hell 
Even if you don't want to go into detail about what you did or didn't do with your study-group girl, you could always turn this sort of conversation back around to your female friend, rather than just shut that stuff down. You could be like, "looks like you're a little jealous, etc etc." Cutting off conversation is always worse than deflecting it, whether you're talking about politics or relationships.
You don't have to say "etc" though. I do, I'm just weird that way.