"Oh, well, I didn't realize you were...that sort of person," Peter said misunderstanding her phrasing. Was she a high class prostitute? Sneak in, sneak out all ninja like? It could explain the getup then. All that tight clothing and those curves. Peter kept his calm though and made sure to pay attention to his "spidey senses". A dorky name, yes, but they saved his hide too many times to count for him. One day he'd give them a name that was less nerdy.
Clearing his throat he said, "So you just...got decked out like that to climb to a roof and listen to opera? Have you ever been to Arkham?" It wasn't long into moving to Gotham before that place was mentioned. A lot of crazy people went there, crazy people that were also very bad.
"Or is that what people do here at night?" he questioned with a tilt of his head and keeping aware. He didn't want himself to get distracted by a beautiful woman when he was supposed to be possibly stopping her.