I wouldn't concern myself too much with the possible underlying subtext of your statements. Being genuine with your words is all that matters. You can't control how people interpret, or misinterpret what you say. There are many stupid people out there who will misinterpret what you say. It's inevitable.

She said "Although I should mention that I do believe I am a princess and expect to be treated like one"

I could interpret its subtext to be 'I'm a naive little girl who has an over-inflated opinion of herself, and anyone who doesn't worship me isn't good enough', which could be correct, or incorrect.

Maybe next time you get a statement like that, reply with something short inviting them to justify such a statement e.g. “right…..”, “If you say so….”. I would've thought that any cracks in their confidence would be evident in a less certain or authoritative response from them. Maybe.