Reimu was huddling in a corner and acting despondent after receiving a righteous punishment from anon, trying to make him feel guilty over disciplining her.
Put simply: By thinking that anon should be feeling guilty over punishing her, she STILL believes she had done nothing wrong and this is sort of a way to get a last word against him. What a self-important little shit!
Also, this kind of behavior is not uncommon in human kids irl who act depressed after getting punished by their parents, hoping to make them worry. Imagine using your parent's love and concern for you as a weapon against them. That is a really shitheaded thing to do. Of course, yukkuris ARE a caricature of human behavior.