When people get confused their brains tend to lock up and all their attention gets absorbed trying to figure out what's happening. Any ambiguous statement works. It's especially effective if it's the first thing you say. Now not only do they have to evaluate what you said, but who you are, what your intent is, etc. It's a much higher cognitive burden.

It's a trick that hypnotists use frequently. I think that's what is going on here.

Also interesting is that people will typically draw a conclusion about what you meant, and then become strangely certain that must reflect reality. Despite their confusion just a second ago, they're remarkably confident they've interpreted things accurately and won't even realize that alternate interpretations might exist. It's bizarre and a lot of fun to spot this constantly happening in the wild.