The frigid air expects me

Conversation with a woman outside:

She drives up in a car. I am smoking a > cigarette.
> “Did you need something?”
> “Like what, for example?”
> “You were staring at me.”
> “No, I am smoking a cigarette.”
> “Well, did you need something?”
> “Who are you? Do you work here?”
> “No.”

Why was she so uptight?