You could put them on your messenger ignore list. Click messenger top left in the messenger window scroll down click preferences then scroll and click ignore list. In the next window you will see where to add people to your ignore list or you could check ignore anyone not on my friend’s list. then click o.k
Do as Riki suggested, this will keep them from trying to invite you again.
Also, there is no way for any of us, or you, to know whether they specifically invited you or if it was a list thing – though to be honest I have never heard of it doing something like that.