Except since he did already know, she's presented him with a puzzle: how does she know I know? Did I give it away when I talked to her and Hydra, or was it in class on Monday? Is she, or someone she knows, a Legilmens? Can she somehow read private messages? Or does she not know that I know, and she's volunteering information for some purpose? (A bribe? To protect one of the others who was with her?)