Sam's comment prompts a raised eyebrow from Picard, but he doesn't ask for any further details. There's no denying that it does speak to some sort of story, but he's hardly owed any specific insight into her past. Even if not asking does close off that particular line of conversation.

"It's likely a moot point anyway. So far the Observers don't seem to be terribly inclined to bring in anyone who would know, much less someone who might be willing to explain."