Maybe it's a fur coat. There is an urban myth that some animal rights activists try to discourage people from wearing furs by attacking them in public by throwing blood at them. The speaker in your dialogue may be echoing that myth. (And the hot coffee could be another example of such aggression, if the attacker didn't happen to have any blood with them in the moment.)
about fur
There’s a common misconception that if you wear fur in public, you’ll get red paint or pig’s blood thrown on you. This is an urban myth that’s been around for decades, and we are here to reassure you that it will not happen!