Mistress Claudia wanted to scare this guy because she knew that he would be easier to control and manipulate if he was scared. That is why she took out her cigarette, lit it and she used it to control him. He was scared shitless but he did not know why she had done that. He just realized that she let him go as soon as he had shown signs of being scared.
Mistress Claudia is a naughty and playful mistress. She dressed like a nun and this guy thought she was roleplaying with him. He remembered he had pissed her and he thought she would forgive him like nuns do. But he was shocked when she wore a strapon and she smoked a cigarette. He got scared as he did not know where this was headed. He was glad she chose to humiliate him with a cigarette instead of the strapon.