Ma'am is a perfectly acceptable and respectful address for a women. It is very common in the military, where higher ranking women officers are addressed that way. It is comparable to calling a man sir. He should have said "sure, and you call me Brigadier General, now go make me a sandwich"
You know, do me a favor, could you call me senator, instead of ma'am. I did not hear, Brigadier General, could could you do me a favor. "You Know" is not his title.