If you mean why Anya didn't physically hurt or kill Xander at that time, the two simplest explanations would be that, for some reason never mentioned, a vengeance demon is incapable of physically attacking a human, or, more likely, it just never occurred to her to bash his brains out with a ball bat. Then again, maybe she wanted to inflict some sort of eternal torture on him,similar to the demon who kept cutting Lyndsay's, then Gunn's heart out in Season 5 of "Angel " rather than giving him a quick, relatively merciful death.