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Wiktionary
cock tease

n. 1 (context slang vulgar English) A person, usually a woman, who teases a man but then withdraws an alluded-to promise of sexual intercourse. 2 (context figuratively English) Similarly frustrating teasing, not necessarily either sexual or done by a person.

Wikipedia
Cock tease

Cock tease (sometimes cock-tease or cocktease or also prick-tease) is derisive sexual slang used to describe a person who acts in a sexual manner to seduce men without actually fulfilling the sexual actions. The term has been in use in Great Britain and the United States since the 19th century.

The phrase is also used metaphorically, as an allusion to any similarly frustrating teasing done by someone else irrespective of whether it is sexual or not.