Though Sharon had lowered her gun, Fancy's remained up, trained on the new arrival. Her talk of dark gods didn't ring any bells for him, but Fancy wasn't the one who had to be convinced that she wasn't a threat. His experience of this world was limited to the tower and its immediate surroundings - thanks to Sharon. As such, he would defer to his companion in matters of the weird, the dangerous, and the harmless.
"You're welcome to head back if you've got a way," Fancy said. "Otherwise the bad news is you're stuck here like the rest of us." He relaxed his stance. "That thing in your hand going to hurt us?" It was an impressive weapon, by the looks of it, and he wouldn't have minded a closer peek. But he wasn't about to approach until Sharon gave the all clear.
And if she did and it turned out to be a mistake? That'd be on her head, rather than his.