Most of the times, it is a teasing game.
It is a way of flirting.
It is a seduction game.
It is a good sign.
It is a sign that there is complicity and that she wants to seduce you.
If you are offended by it, it blows up the game.
Instead, play the game:
Make her jealous as well.
If she is really trying to hurt you, it is of course another story.
Can you see that?
Making you jealous is her way of wanting your attention.
If you do this yourself to a woman, it is a seduction game.
It is part of the flirting game.
You make her come closer and then playfully reject her.
You do this to wake up her desire and even to stimulate sexual tension between the two of you.
It is a game.