Her gasp might be, at least, a little gratifying. The real pin is set down parallel to Ghost, so she can compare them properly. She can't tell them apart; her pin is quickly pulled back so she doesn't mix them up.

"So you could turn into something like that, and get into wherever you wanted just by tricking someone into wearing you..." It raises more questions. And, since he's basically stuck at the end of the train and she's sat between him and the rest of it, she feels pretty confident that she can ask them. "What did you do before you got here? A spy? Do you have a 'true' form? Can you turn into something you've never seen before?"