“The lady doth protest too much, methinks” is a quotation from the 1599/1600 play Hamlet by William Shakespeare. It has been used as a figure of speech, in various phrasings, to describe someone’s too frequent and vehement attempts to convince others of some matter of which the opposite is true, thereby making themselves appear defensive, and insincere. Wikipedia
If it isn’t “a thing”
Then why bring it up? Why mention it? Why talk about it? To bring it up in heated denial makes it “a thing”.