Although we hear little directly from Miss Emily Grierson, we know from her previous conversation with the local authorities that she is rude, obstinate and close-minded. When local aldermen appeared in person to notify her about past due taxes, she refused to offer them a seat; after they stated their case, she refused to accept their decision and ordered them from the house. No doubt the Baptist minister received more of the same treatment when he went to speak with her about her improprieties concerning Homer Barron. Since she apparently never attended church, she may well have been more direct (and possibly profane) than he expected.
Of course, we are not actually told why. But we can guess from the context.
In this part of the story, Emily has been going around town with Homer Barron. The people of the town think what they are doing is improper and they send the minister to talk to her.
Given that context, it seems clear that she has in some way told him to mind his own business. I don't know if she told him something scandalous about her relationship with Homer or if she was just really rude to him. I think it is one of those two things.
The Baptist minister apparently visits Miss Emily under duress from the ladies of town because Emily Grierson's "family is Episcopal." In the South the upper classes were Episcopalian, so the visit from a Baptist could be viewed askance by Miss Emily since the Baptist faith is quite different in its theology from that of the Episcopal faith. In light of this difference, then, Miss Emily may have insulted the minister.
That Emily has perhaps insulted the minister and his faith can be substantiated by her demeanor in other respects:
She carried her head high enough—even when we believed that she was fallen. It was as if she demanded more than ever the recognition of her dignity as the last Grierson; as if it had wanted that touch of earthiness to reaffirm her imperviousness. (III)
The minister's refusal to return and to divulge what Miss Emily said also suggests that she may have made a personal remark, or perhaps a particularly blasphemous one. Certainly, she has turned others away in a curt and imperative manner before. Therefore, it would be consistent with the narrative of Faulkner's story for the reader to assume that Miss Emily Grierson acted in a rude and supercilious manner when she was addressed by the Baptist minister.
3. What do you think happened when the Baptist minister called on Miss Emily? Is it important that you think you understand what happened?