Why do women act shocked when caught staring at a guy?

I was at the gym doing cardio, looked up and this chick was staring at me walking towards me. When our eyes locked for a few seconds, her face read like “ oh shit!!” And quickly looked down. She looked up at me again and made eye contact and again quickly looked down. She literally ran quickly passed me when this happened. I was just doing cardio and on my phone. Why would a women act like this? I seen her in the gym occasionally but never talk to her.
Why do women act shocked when caught staring at a guy?
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