Wasn't Natsuki going to lie to MC about who she was with or did she just omit the information?
I re-read the conversation, which is like:
H: Like... Family?
N: No. The person I happened to be with was...
H: Happened by Coincidence?... Ah... I see. That sounds tough.
It's unclear to me if part of the dialogue was omitted, if Hata interrupted her before she could finish, or if she did stop talking and Hata had to pick it up from the silence.
Either way, it was a weird phone call.