There is nothing wrong with Andy Cohen's asking Taylor Swift about Katy Perry because they are both celebrities. Celebrities know that when they sign up to be famous that they are going to have to answer questions about other people. They are not even in the same genre of music, so it's a fair and non-threatening question.
Andy Cohen did what pleased him because he needed the answers. I see nothing wrong about this. According to Taylor Swift's response, he was able to prove that the feud rumors are true. Therefore, Taylor Swift made it clear to Andy Cohen that she is not friends with Katy Perry.
Andy Cohen is a good interviewer. He asks a lot of questions because people really want to know and understand celebrities. Cohen asks questions that everyone else would like to ask. Sometimes those questions can be awkward or hard to ask. I do not think that Cohen was out of line in the Taylor Swift interview.
No, Andy Cohen's was not out of line in asking Taylor Swift about Katy Perry. Andy Cohen is is TV host and was looking for celebrity gossip. Taylor Swift did not take the exchange well, but his joke seemed innocent enough. It didn't seem like he was trying to start crazy drama.