[So he's nosy and perhaps fancies himself a hero... all right then.]

I'm sure there's more to it, but they wanted a strong reaction to someone threatening violence. They were in control of that reaction, and it also revealed who respond most strongly to that kind of advance.

[As for what they wanted from her? Well, she thinks they might have been testing her words to Bradley. Her life had already been wagered in that last foolish bet she had made.]