Guildenstern responds to this as if Hamlet’s been an asshole to say it. But it doesn’t strike me as particularly obnoxious. Guildenstern has said he’s been sent to him and no other particular request has been made.
I imagine if I had a friend who said to me, “Your mom sent me here.” I might say the same. I suppose the expectation is that Hamlet should ask, “What for?”
Guildenstern has clearly made a choice here – he’s chosen sides. Gertrude’s side has won and Hamlet has lost – or else surely he’d play along – say, “Thank you” to “You are welcome” and maybe take a seat and smoke a cigar with Hamlet for a moment before letting him know that he really ought to go see his mother because she’s freaking out and totally needs to see him.