"I mean, as a security professional," pause for effect, pause for effect, "I have to assume everything is a threat at all points, so I'm going to go ahead and presume that they're observing us and being very impressed by what they see."

He gives Cayde a look as if they're in some sort of cahoots, which they aren't, but getting into cahoots with Mac isn't ever really a mutual agreement. Then he gawks at the grubby grey of the crew deck as if he's already totally forgotten what it looks like, which he has - but in his defense, that's at least partially because there's been so incredibly much to absorb and remember here.

He does not, for that matter, catch it as a jibe, so he's basically bragging as he explains "dude, I set trash fires all the time."