With that context, Cadence knew precisely what Lucifer was talking about. She had a choice to make here:

A. She could acknowledge she understood and move on.

B. Get a little payback for him making her squirm.

Princess Luna would likely advise that she do the former.

Aunt Celestia, however, could be a bit of a prankster sometimes when the prank in question was perfectly harmless.

Cadence decided to follow Celestia's example. If only because even people back in Equestria seemed to look at her candy-like coloring and assume she was some pure, innocent maiden who wouldn't understand these kinds of things, completely forgetting that love wasn't just the sugary sweet stuff.

She kept her head tilted, narrowing her eyes to express further confusion...and to hide the mischief lurking in them.

"Well, what else would they puff away at? A cigarette?"