That's something to think about-- exactly how much about her she should assume he already knows. One thing she's learned about this city is that it is far more inherently dangerous than the world she came from. There seems to be no limit to the nonsense that Baedal pulls in, and Penelope would rather not let it know about her precise brand of nonsense, thanks very much. The less that gets out about her, the better.

So she does the wise thing (FOR ONCE), and keeps her mouth shut.

"He came with me. Angus. Did I not have him before? Weird to think there'd be a Penelope without an Angus. We're kind of a matched set. Like tacky salt and pepper shakers, except one is a cat and one is fucking amazing." It would be fairly obvious to him that she's pretty clearly scrutinizing the hell out of him and using the excuse of taking a sip of her coffee to peer at him so blatantly. Fascinating.