In Dune the Baron kills Dr. Yeuh, who betrayed Duke Leto's family:
Baron Harkonnen: I said I'd set her free. That you could join her. So, join her.
He then turns his attention to motionless Duke Leto:
Baron Harkonnen: What do you think is next?
Then the scene cuts to Paul and his mother finds Leto's ring during checking a bag.
Why did the Baron ask this question?
It's not really a question, he doesn't want an answer from the Duke, it's rhetorical.
You can view it in the same light as having Leto drugged and naked in the room. This could be about ensuring he has no weapons and cannot attack the Baron. However, they could have re-clothed him. They could have waited until he had fully recovered from the drug he had been given. The Baron wants his mortal enemy helpless and scared.
The question together with his treatment is about intimidation and making the Duke anticipate his imminent death, or worse, who knows what the Baron had in store for him. Baron's rhetorical question is just part of him trying to enjoy the moment.
