Thank you all for the thoughtful responses. It's amazing how well thought out everyone's opinions on this forum are.

I feel better about my decision to let the comment slide. Like some people said, I don't want to enter the uncomfortable territory of oversharing with my dad. Also, while I'm imagining a scenario where some BDSMer with horrible self esteem confides his/her desires to my dad and is met with a horrible reaction, that scenario is unlikely to happen, and even if it does it is unlikely my dad will be the last therapist that poor person sees.

If he mentions it again, though, I think I will take the advice I've read here and say something general in defense of alternate lifestyles. If he argues with me it will give me an opening to send him some information, something we do a lot post argument, without raising too many alarms.