That wasn't what he expected. Granted, he didn't know what to expect, when Peter came back and she didn't and the former didn't say a word about it. It takes a bit to get his thoughts together - fear, curiosity, the general nerves of a soldier about to be handed a file of new information on the enemy.

"Agent Dunham... Olivia." He looks down. "I'm not sure..."

Why does he want to say no?

"Do the other Avengers get hurt? Is it about something that happens, something big, I mean? Because if it's just about me- I don't know if I should know. Should I?"

It doesn't even occur to him whether the information itself is valid or not. It's Olivia, and he knows her well enough by now to know if she thinks it's important, it is.