Oz wasn't super comfortable with his werewolf status, nor was he really cool with discussing it with a stranger but ... this was a strange situation. It called for strange reactions. Not to mention the fact that she mentioned that she had met a wizard, well that got his attention.
"No." Best to get it out out in the open that he wasn't magically inclined like that. "I'm a werewolf." Then because he was what he was, and didn't see that he needed to share more info about that, he continued on. "So what did the wizard say about all this?"