Answer:
It reveals how Bob allows the policeman to see him and recognize him as a wanted criminal.
Step-by-step explanation:
This is the most likely reason why O. Henry decides to show Bob lighting a cigar while talking to the policeman. In thsi story, O. Henry wants the policeman to see the man and recognize him as a wanted criminal. O. Henry needs to device a way in which this will happen. By having him light a cigar, O. Henry is able to show the man's facial features.