Lady Shay needed to punish her slave but she was not sure of how to do it. She wanted to find a way which was great for her and that would entertain her as she did it. She took out her cigarette and she smoked as she thought of what to do to him. And that was when she decided to make him a human ashtray as she loved smoking and could inflict some damage on him with her cigarette and its smoke.
Lady Shay is the kind of girl who does not have issues with people until they have issues with her. That was the case with this guy. He tried to mess her up thinking she could not defend herself but he was shocked when she turned on him and she forced him to be her human ashtray. He was naked and tied up so he had to cooperate with her to get off the hook.
Lady Shay wanted to send a warning to this bigot that she would not let him get away with his behavior. The warning was in the form of him being used as a human ashtray. He was in pain as she did that to him but she warned him that there was more to come if he did not change as she hoped he would. He fled to avoid such humiliation again.