Not trusting Gabriel to keep his mouth shut is probably a good call, all things considered. Peter doesn't miss the 'when I'm scared' part, though for a moment or two he's a bit too focused on the 'I'm scared' part to be too terribly bothered about Lucy's emotional state. Never mind the dangers of appearing outside the building -- she could have waited for him with that knife and plunged it into him before he even woke up and knew where he was.

But she didn't, he thinks as she pulls away and leaves him. Had she just admitted to a predilection for drinking blood or transforming under the full moon, he might have a real problem doing anything other than teleporting as far away as he could. But time travel? What does he know about time travel? Beyond his initial, stabbing-related thought, it doesn't actually sound all that frightening until she starts talking about what she might have done with it.

"Not unless I scare you," he chuckles mirthlessly, still curled up on the bed where she left him.