Phasma would have had whatever part of her brain produced empathy surgically removed if she thought it was possible without damaging something valuable. But as it was, those parts of her brain already function well below what was considered "normal". She was capable of some degree of empathy, she had seen proof enough of that, but it was her own version of it and so far removed from the usual human variety that it could barely be called the same thing. It was almost written like a program. Trained, perhaps. Allowed.
"As laughable as it is," Phasma said, "I've already been threatened to stay away from him, as though I would bother; as though I could be stopped if I wanted to bother." The very notion amused her, and while part of her did want to prod at that wound, there was no benefit in it for her. It would only cause unnecessary drama and while certain others seemed all to keen on causing that sort of trouble, Phasma was far more of a stoic. She tended to her business with precision and accuracy and kept out of anything that didn't involve her directly or require her input. It was less about knowing her place, though, and more about simply not caring.
She gave Krennic a curious look, though, as he smiled and tipped her head gently to the side. A smile seemed almost foreign for him, but so did the words that followed it. She righted herself and leaned forward a bit as he pulled the small wooden ball from his pocket, holding out her hands for the little Death Star. "Remarkable," she said softly, carefully raising the model to the points of her fingertips to give it a closer look. She turned it carefully, inspecting each little detail and line with the same attention she gave to absolutely everything else. She looked back up at him with a strangely surprised smile when he spoke again, closing her hands around it. "Really?" she asked. "Of course, Director, they wouldn't dare try to take it from me."