That went beyond classified and right into X-Files territory, actually. She's just vague enough for him to take a good guess she either can't or won't talk about it if he asks more questions. That doesn't meant they aren't immediately there, especially more about this apparent species she worked with.

"So what you're saying is I was really on the mark when I said you can handle yourself," he replies, the only indication of how curious he is is a slight lift of his eyebrow. Something about blatantly prying when he's lying through his teeth about most of his own background doesn't sit right with him.