"So whoever is running this place has done a good job of keeping us separate from everything else." That does make things more difficult, but everyone messes up from time to time and Steve hopes that when his captors do, it will be something that he's able to take advantage of.

Social cues aren't Steve's strong suit. From the age of fifteen to thirty-three, more than half his life, he was fully immersed in a military environment. Even now, after being part of civilian society for the last two years, it's only told him that he's not good with human to human interactions, not how to be better at them. So Wanda's nod to confirm she's seen other worlds is taken as an affirmative, but he totally misses the cues that she doesn't want to talk about it. "What were those worlds like? Similar to Earth?"

That she worked for an anti terrorist group grabs Steve's attention and interest. "Oh yeah? State run? Military? FBI?" Hunting terrorists is something that Steve has a lot of experience with. Five years with Naval Intelligence, then the last two years for the state of Hawaii - although the latter didn't just deal with 'terrorists' but all high end crime that took place on the islands.