I understand and empathise with you. Its definitely a question that can embarrass a person, especially when asked in front of a lot of people. Since I don’t have the complete conversation here, it’s difficult to comment.
However, I would say that the manager could use some caution while addressing a team member about leave, leave policy and maintain a level of privacy since reasons for taking leave, for any individual is a personal matter. It is also advisable for a manager to speak, in the presence of another woman employee, to avoid his conversation being mistaken for harassment. While it isn’t wrong for a manager to set some ground rules about leave planning, its important for the manager to ensure that he/she does not create an intimidating environment at work, based on gender.
But, I would like to state that this however, cannot be called as Sexual Harassment.