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 And he stared at him in terror and said, “What is it, Lord?” And he said to him, “Your prayers and your alms have ascended as a memorial before God.