Tyki was actually attracted to her as he is… everything. And when they first met he didn’t know a thing about her relations to Reid, he didn’t care because she was a pretty woman with a witty tongue and apparently very swift fingers and what’s not hot about that? And then he was surprised when he found out, it was actually worth a laugh and yet it was annoying… because now the sexy woman won’t want to do any of the things he’s sure she’d do good.
But he’s not giving up. More of it now is indeed because she knows Reid, because Morgan’s threatened him and just because he’s a thorn in their side. He doesn’t actually expect to get her in bed anymore, but he actually likes her. So while talking to her for the sake of it, he’s giving a little dig to the BAU? That’s icing on the cake. He doesn’t, honestly, have any intention of harming her despite his threats—unless the BAU starts upping things, of course.