The mention of your sexuality, even in a small way, can put an edge on a conversation. You may not be sure how the other person feels about non-heteros, or you may not have known them for long, or you may have a more formal relationship with them. In a relaxed environment with friends who accept you for who you are and embrace your sexuality as a way of life that is simply different to theirs, you can talk about same-sex ex's til kingdom come, but other times, it cools the air. Sometimes even in a friendly environment, they are all hetero and feel uncomfortable even if they have no problem with you being bi.
You probably didn't want to bring up bisexuality as a topic, or even draw attention to it. I find myself telling anecdotes as part of most conversations, and they may be about an ex-girlfriend, and I feel no shame about referring to her as 'my ex-girlfriend'. I feel like I'm lying, to them and to myself, if I call her anything different.
But the key is getting the balance, between being yourself and letting them save face. You need a bit of both, which isn't an alien concept of course. Don't emphasise the fact that the person you're mentioning is the same sex. Don't use phrases like 'because I'm bi', or 'being bisexual' or similar. But also don't mumble 'my ex-girlfriend', or whatever you would prefer to say. Say it, and move on with the point of the anecdote, or whatever the reason you're talking at all. It's their problem, and you only have an obligation to not insult them, not to pretend like theirs is an opinion you agree with.
It doesn't have to be hard. You don't lose anything, and while they may not be okay for a moment, it will pass and they can ignore it as they wish. If they bring it up, if they pick on it and start a conversation like that, it isn't your fault, so don't feel any blame.