She was grateful to whatever higher power there was - if there was a higher power - that Romanova was a consummate professional. Once presented with proof, however she managed to keep from hearing about it, she accepted it and moved on, and even remained focused on the mission she'd been deployed for.
Maria would bet a large sum of money that Romanova had never blown her cover stories, which were significantly different than her usual self and therefore less likely for parallels to be made between Maria Hill and whatever false name she was assuming. She was more than a little envious. But that was a series of thoughts for another time.
Even with the circumstances being what they were, she needed to hear this report: there were more things in the world than Mojo, and with any ounce of luck, they'd need this report and Romanova being right on Natchios' tail. "Excellent. Report, then."