Henry completely understood the need for discretion. So when Solvei started up the small talk in the cab, he went along with it. The last thing either of them needed was a cab driver thinking they were insane, especially if he recognized Henry as the big Hollywood actor. That was not something he needed to see in the tabloids.
He chuckled at her comment about the axe. "Axes come in handy." No, he did not just make a bad pun. Not at all. He was just referring to his own experience with an axe, and while it wasn't a battle-axe, it was still a very good weapon.