Why does the woman want to stay outside?

M: Isn’t it rather cold outside, Sally?
W: It is a bit, but I can’t stand the terrible smoke inside. I’d rather stay here if you don’t mind.

W: I still can’t get over the show last Saturday evening. I keep having frightening dreams all night.
M: Se, next time before you walk into a theatre, make sure you know what you are going to see.