So, this happens:
As he spoke, in an insufferably sarcastic tone, I thought I detected a faint smell of singeing cloth.
...
The smell of singeing cloth grew stronger. I have a very keen sense of smell.
...
There was definitely a small curl of smoke issuing from the pocket in which Emerson had placed his pipe.
...
Emerson did not reply. A most peculiar expression had come over his face. I watched him for a moment, relishing the situation with, I fear, a malice most unbecoming a Christian woman.
“Your pocket is on fire,” I added. “I thought when you put your pipe away that it was not quite out, but you dislike advice so much…. Good night.”
I went away, leaving Emerson dancing up and down in the moonlight, beating at his pocket with both hands.
Remember that scene in The Circular Staircase? This is a thing! A definite thing! Also possibly known as a trope.