Oh, she had the balls - figuratively speaking. But she also had a deeply ingrained sense of self-preservation. It stopped her doing (some) stupid things that would probably wind up getting her killed. That wasn't to say there might come a time when certain things were more important than her own existence in which breaking his face would be an option.

"You're too kind. Gracing a lowly demon like me with your presence." It would have a lot more bite if she knew the true identity of the annoying dick, but hey-ho.