The crooked characters in
Vanity Fair often feel most uncomfortable around the honest characters, and so it makes sense that Lord Steyne actually prefers to learn that Becky is deceiving him. Still, he likes to believe in his own cleverness, so he can’t resist letting Becky know that he knows she tricked him. Becky is so familiar with lying at this point that she already has a back-up excuse planned to justify her actions, further showing how her character has grown into her role as a schemer.