That is a classic statement a woman I knew years ago would say when people unnecessarily and wasted energy focused on things that are not even there and seem to want to believe they know you or have some particular insight into your life.
And if they really did have special insight they would know that the imagined hurt is a figment of their imagination and not one kernel in reality.
Then the question becomes why is it that important to them to spend an exceptional amount of time and stabbing themselves over with many pains over something that is non-existent? The quote about what you give attention to you give it more power rings well here.
So when there is nothing you can really do about it other then let them be, then one must do it. Let them be...
And say like my girl says "You not gon' Worry Me"