The most natural reply would be: "No, I didn't know that." The reply you give is just not normal usage. English makes a difference between knowing something (i.e. already having the information) and discovering something (acquiring the information), whereas other languages often do not. "Sapere" in Italian, for instance, can cover both meanings.

"Issue" does not mean "problem" by the way. It just means "topic", "subject" or "question". It is always misused and it drives me mad!

What utter navel-regarding rubbish. While girls in Afghanistan are having acid thrown in their faces for daring to go to school, people have time for this kind of stuff.

Next thing we know, we'll be afraid of calling a problem a problem and start calling it an "issue".