He was a bit confused at her first statement, wondering if she'd made a friend he wouldn't necessarily approve of, or if Adonis happened to be around. Her second comment just made him more confused.
For a while he expected her to say 'joking', but she looked too serious for that. Instead he just sat back down because babies were so far from him he barely even thought of them. But it made sense. Makaria had come around near spring as well, when Persephone was less Iron Queen and more like this.
He understood her fear though, but was still too stunned. "You're sure?" He realized it was the wrong thing to say and followed it, "I swear on Styx not to harm the child."