He'd never met Allegra's twin. On the surface, she was little more than a name to him. Do a little digging and Hephaestus thought of her as the insufferable Saint Mischa, beautiful and perfect daughter who, when set beside Allegra, highlighted her sister's flaws in such a way where Mischa came out looking all the better.
He also knew that was a portrait painted for him by someone else's impressions. Knew with the surety that only an insecure younger sibling could pinpoint, that the strokes Allegra made -- broad and fine alike -- were made out of love alongside the jealousy.
Because Allegra loved Mischa. If asked, Hephaestus wouldn't pause before agreeing that Allegra would die for her. Allegra, after all, did nothing by halves.
"No. It's a piss-poor gift. You insult yourself." He said what he said flatly, seemingly unimpressed. Not because it was a bad idea. It wasn't. (Maybe his Zoe wouldn't forgive him for thinking of her twin as just another mortal, but he knew her, not Mischa, and that was that.) No, he said it because imagining the after-effects struck as hard and mercilessly as his own hammer.
Save Allegra in such a way, and you might as well just hand her the gun to stick in her mouth.