He's regarding her with interest, and perhaps a bit of melancholy at the words. It's good that she has people like that, even if he can't help but think, and people who would protect you in turn? which is definitely on the list of things he's not going to say.

Instead, he says, "I have a brother," like it explains everything. Even though it doesn't, really - humans are all too often confused by the intensity of bonds between blade siblings, so there's no reason to think she wouldn't be, as well.

So he continues, "I've killed for him before, and I'd do it again without a second thought." And that, probably will get the message across well enough.