"I'M BEING THREATENED! OH MY GOD!...Don't threaten me." She wasn't hysterical, she thought she was being clever. It wasn't for his benefit, it was for anyone else who might hear who would then come over having heard only her screams and confront the cyclist for 'threatening that poor woman'. But 'twas all on camera.
The cyclist could have avoided wasting any time by just cycling around her quickly, telling her she was a fucking idiot and went on his merry way.