Veronica knew how to read people, really read them. It was a talent Keith taught her. And she knew Gunn here was not giving her the real story. Detectives looked for subtle things, things that most people wouldn't notice. She didn't pick up on it right away, but now she was sure.
"No, no, I think there is something else." she said. "I know when people are lying." There was something very wrong with this situation. He seemed to want to know a lot, and wasn't providing a lot of answers as to what happened to him.
"Dead or not, there is something else going on here, and you're going to tell me what it is." Or she was going to run and tell Angel right now. Maybe it was nothing, but it was better to be safe than sorry.