She's not surprised that he asks about what it was like to find out he was in DC. It's one of the first questions she expected him to ask. Still, it makes her sad to think he was worrying about that.

Lifting her hand, she runs her fingers back through his hair again. "I figured it was you when you went after Fury. I told Steve about Odessa so he'd know what to look for. Didn't bring up the rest of it because there was enough going on without adding that on to it. Finding out you knew him before the war was a bigger surprise." There's a pause, and she studies his face for a moment before she continues. "I thought for sure the Red Room would send you after me. I was wondering if you were going to finish me off in Odessa. When you didn't, I figured another agency picked you up after I killed Dreykov. Seems like it was HYDRA."