It's a Mind Game for Kathleen, she wants to break Felicia. So far Felicia mostly had Fun doing that Thing.
And I think that gnaws on Kathleens sense of "I am in Charge, i can do what I want. And everyone does what I tell them, this is MY game (see the Spider/Veronica Incident)".
What I think will happen is something like. The usual "strapping them in", having Edwin or someone else bring out the Painting from (What i still assume is her lost/abandoned/hidden Daughter, but that's a different topic) the Art Show and burn/destroy it in front of her and then start to fuck her on the Stage. And then while the fucking is going on Kathleen starts to make a "grand" Speech about the newest Club Member, the Door opens Kathleen says his Name and in walks Elias, while Felicia is being "taken" by someone.
That will sow Chaos in there, the Patrons will probably start to laugh or cheer or something, what's gonna do that to Elias's run for Mayor? Felicia may get extremely upset, to the point where she tries to hit/kill Kathleen, or completely breaks down, I think that may be the point to bring in the Confidence Points (which as of yet we don't know what they are for). If Confidence Points are above x amount she is just upset with Kathleen but continues. If they are below x then she breaks down in Shame and all.
Option 2 would be to the Delight of Kathleen.
The other Thing is, Elias may have some, unknown, Ties to federal Law Enforcement. Or, he has enough Money to hire a Hitsquad. That all Depends on how he reacts. He may just "not care" at all.