>>212533901You're overthinking this. And underthinking it at the same time.
The programs in the matrix are still capable of some sort of feelings. The Merovingian has some attachment to Persephone and has a relationship with her. They both "feel" sexual attraction.
Reason why, he feels that same for other women too. Because he's programmed to gather information, he behaves as some sort of mafia guy who has power and enjoys power over other people. In this case, he has actual power over the people sleeping in the Matrix, as he can program them to feel what he wants. He wanted to have sex with that woman and used the cake as an example of how powerful he is and how Neo and the others can't stop him. He is that arrogant because Persephone was there he didn't care.