Dum Dum saw a woman answer the door and didn't recognize her as Jessica Drew as the only time he'd seen her in person she'd been in her Spiderwoman costume. He took off his hat and said "I don't have an appointment with anyone. My apologies Miss I'm just bored out of my mind and was wanting to see this place for myself. I saw Thor heading for Central Park just now. The computer voice thing asked for identification and I showed my SHIELD clearance so it didn't seem fishy, but I'm here just as a bored old man." He clearly had no clue who she was but that's what costumed heroes and heroines were supposed to do. Leave people clueless.