Impossible to answer. Social cues are tough. It all depends on how it was said and how it was meant - could be a totally innocuous comment or something to be concerned about.

For some people, “why have you not been taken” may mean nothing more than “I really like you and I can’t believe you are available.”

If we have been chatting friendly for a while already, then flattered. It's clearly implying that from their perspective I appear to be very desirable.

And if it was a serious question asked early on, I would probably reply with something I don't like about myself, a weakness, if you will. It's not an entirely unreasonable question.