I believe the point of using the Abyss Magic was one of two things.
1. The guy is marked and this was done to scare him to run to the duke right away, so they could go and take that guy out.
2. They just wanted to scare the guy & subsequently the duke into not pursuing this venture any further.
2 could be interconnected with 1, really.
And ofc there are more options, but those are my theories. She didn't warn her ally, probably to scare the guy even more honestly.