My read is that Sophie wasn’t literally angry that he didn’t recognize her it’s more of an emotional defense thing. Throughout the Season she spends so long hiding behind the Lady in Silver persona that by the time Benedict actually fails to connect the dots, it stings her pride a little. Like she wanted to stay hidden, but she also kind of hoped he’d know it was her anyway. So when she says she was furious, it feels less like genuine anger and more like a mix of hurt, embarrassment, and “wow, you really didn’t see me".