[Indeed, the first thing he thinks of when he turns at her words and looks at the woman is to think of all the impracticalities of her suit of armor, all the ways it could be improved on.
But he isn't here to talk, and his mission operative isn't to make contact (not yet, anyway, not when he's not entirely certain what his mission operative is, here), and so he simply walks to the now-deceased monster, retrieves the knife and tucks it securely where it belongs.