I noted this part of the scene especially:

C: “Nay, I am sure by your look, when you came into the box, you were angry.”

H: “I angry! I could have no right.”

C: “Well, nobody would have thought you had no right who saw your face.”

Sweet Catherine has no art behind it, but another woman might have (ahem, imagine what Isabella might've done!). It points out that Henry felt rejected: was jealous, and hurt, and therefore was interested in her. He wasn't attached to Catherine and could not therefore expect her attention only to be his, though it upset him that he didn't have it. His looks at the theatre showed it, and Catherine noticed the look but not what seems to have been behind it.