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A weird bit...isn't it.

MacLaine seems unfazed, though she points out that given that Lemmon knows where her appendix scar is ..."Don't tell anybody, they might get the wrong idea about where you got that information."

It does seem like Lemmon is confessing stalking(and creepiness) and MacLaine's lack of upset is odd...BUT

...it was a different era. MacLaine's character is used to being hit on men all day long in that elevator, and she knows that Lemmon wants to date her, and she probably figures: "Yes, it would figure that this low-level bean counter would look up my information." Her remark about the appendix scar strikes me as "borderline flirtation" -- she's being suggestive and intimate with Lemmon. She probably DOES like Lemmon more than anyone else in the building...except Sheldrake.

Modernly, people don't sneak a peak at insurance files...they go on the internet....

You can tell men wrote that scene by her reaction.
There would be outrage on Twitter if someone writes that scene today.