Yes, Kitty didn't need Storm to say it when she asked about the obvious thread, Pyro did seem that way initially, but she was reassessing him thus far, he'd claimed he just wanted to be left alone, that he was behaving as much as he ever did. And from what she'd seen so far he did seem to be telling the truth. "I think he's one we don't have to worry about too much." They'd keep an eye on him certainly, but Kitty was planning on keeping an eye on all the mutants, not because she expected any of them to anything bad but because she felt responsible for all of them while they were here. "I went through one of the doors with him yesterday," She admitted.
While she didn't worry about threats from their fellow mutants, she did worry a little about the others that had found themselves here. "I worry about the worlds they've come from if they have no mutants." And simply because they had none was no reason to imagine that they wouldn't be judged. Especially when so many of them wore the faces of people who had been only too happy to work against them back in their own world. She knew of course they were different people, they deserved the chance to prove they were different than the versions they'd known.