She looked around when FBI actually pointed guns around her and he suddenly defended her. She turned so her SHIELD badge was showing. "Gentlemen, let's not gawk at the Captain," interjected with lifted eyebrow then looked over at Steve as well. "We've got a little more cleaning to do before we can turn this over to the civilians and get off the clock."
Later on, on the helicarrier, Sharon was sitting back in the business suit, realizing a cup of coffee wasn't going to help nerves at all.