Hmm... unless this was followed with "Here, try it this way and it might work better!" I would say the critique was not necessary or helpful. Telling a person that they have a particular body type is not particularly helpful unless you gave them some ideas about how to use that body type to their advantage, or how to work around it.
Also, saying "You're having a hard time with this because..." and ending in something that one cannot necessarily change, it's rather disheartening. For many people, it's indicating that you are unable to do something you want to do because of something you simply are. Thus, something about you is "wrong" somehow, or not to your advantage. I know that this is often how I interpret these kinds of comments... it's taken me a long time to actually realize this pattern in my own head.
Being in a dance class, taking pole dancing, is not necessarily something that only people with "thick skin" do. Those of us with a huge, scary self-critic take dance classes, too. Sometimes we even take those classes to try to get that ogre off our back... if only for an hour or so. Sometimes, it's because we feel so down about our bodies and ourselves that we see dancing as a way out of it. Particularly pole dancing, which is currently being marketed as a way for women to feel empowered and sexy... something we all want in our lives.
I've got big thighs. You know what? I don't mind. I know that my body keeps most of my fatty goodness in the middle areas. But I certainly don't want people pointing it out... and especially in the context of "You can't do something."