[ It's a strange question. She wonders if it qualifies as polite conversation at all. Still, it seems rude to not answer the question posed to her, or at least try to. ]

Either he has little concern for himself and intends harm to himself. There's many reasons this could be possible

[ She only understands the second deduction based on what has happened here. It's a small understanding at all, but the more it seems to sink in the richer the understanding grows. ]

...or he already understands what he's doing.