My story of working with Governor Cuomo

Someone please help me understand this part, when she says she first began to truly fear Cuomo:

"As he showed me around, I tried to maintain my distance. He paused at one point and smirked as he showed off a cigar box. He told me that President Clinton had given it to him while he served as the Secretary of Housing and Urban Development. The two-decade old reference to President Clinton’s affair with Monica Lewinsky was not lost on me.

The Governor must have sensed my fear because he finally let me out of the office. I tried to rationalize this incident in my head. At least he didn’t touch me. That made me feel safer."

So...he showed her a cigar box in his office and mentioned that Clinton gave it to him? I don't understand. What did Cuomo do wrong here? Why is he responsible for some non-reference to Lewinsky that she put together in her head?

I'm not drawing any conclusions about the story as a whole. I just don't get why this particular part is so fearsome.