Was this immature of me?

No, what u did wasn't immature, in fact u did the right thing, it was kind of you to not talk behind Kathy's back, and its your choice wether or not to keep in contact, explain that you dont feel comfortable gossiping, and tell him/her that you will not participate in gossip. if they push u away and insult you, their not worth being friends with. (sorry if you dont like my answer)