It is typical for people to respond to an angelic appearance with fear (see Luke 2:10). The use of the title Lord shows that Cornelius recognizes that God is the one who is speaking to him through the angel. It also reflects a willingness on his part to obey instructions.1
4 Les regards fixés sur lui, et saisi d'effroi, il répondit: Qu'est-ce, Seigneur? Et l'ange lui dit: Tes prières et tes aumônes sont montées devant Dieu, et il s'en est souvenu.