I don't think I'd say anything either.
Ask this-- are you "in charge" (technically or philosophically, I mean)?
Probably not-- unless you are homeschooling or this person is a one-to-one tutor in your employ. Right?
I'm only "in charge" of my DD's education when I am the one making all of the pedagogical decisions, after all.
I don't actually think it's such a terrible thing to have said-- depending upon the context, as MoN points out; it's the kind of thing that can be a flippant, even playful response to "I don't want to do it your way," and ubiquitous "you can't make me because my mommy will..." statements.
Unless you have SERIOUS misgivings about the teacher otherwise, I'd explain that in that classroom, the teacher makes the rules, not you.
{shrug}
But take into account that this is precisely the kind of thing that DD might have pulled at 4-7yo in order to manipulate ME into going to bat for her over something she didn't feel like doing/complying with. Other children, could be a different situation.
