Inigo still looks embarrassed, but something about that particular statement makes a bit of surprise creep into his eyes as he looks at them.

".. you do?"

He didn't miss the part where Soldat said that they know what it's like.

"But.. you're so cool though." Sure, Soldat is.. well, they're pretty unique. (Then again, aren't they all on this train?) But they're also definitely a tough person who always seems to manage things for themselves, so Inigo can't help but get that impression.