She enjoyed the knowledge.

In most ways she was a woman timid in the face of physical danger, but she had never imagined being afraid of another human being.

That much, perhaps, her sheltered training had done for her.

"If she goes on irritating him like this he may murder us both," she thought.

What she really meant was that he might murder Mrs.Wayne, but that, when he came to her and began to twist her neck, she would just say, "My dear man, don't be silly!" and he would stop.
In the meantime Burke was not so angry as he was affecting to be.