The evasion only gets more interesting - and he'd feign surprise here if that wasn't genuinely a bit remarkable. "The New World? That's a pretty tough place to get to from anywhere else. Are you with the Marines?"

She might be, and is just trying to hide it because of Law. Or she could have been there for other government-related reasons, sure. Otherwise, it takes some pretty special tricks to get across the calm belts, but he easily manages to look interested, rather than suspicious. Again, it's not really even acting, exactly. Despite all the time he spent reading up on Dressrosa and his brother's plans for the place, traveling the New World isn't something he has much actual experience with.