The scene before that, Jessie overheard Adam asking her roommate and his two girlfriends about the connection between the gym and sex. I think she was suspecting something was up and then when she noticed he was using the tape recorder when she was telling him the story about her old coach, she got pissed as she felt he abused her trust and was no better than the other reporter.
Yes, she agreed to be interviewed but as I figure she agreed on it on the grounds that it was suppose to be a story about gyms in general and how they reflect a new American culture etc (which was the story he won her over with). Her story about her old coach had nothing to do with that story and if I recall she told him in a previous scene when her mother brought it up that he couldn't write about that. So seeing that he had the recorder there in the car when she told him her personal story she felt betrayed and pissed off.
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