She's got fight in her, and he likes that, but it's worrying at the same time.

"You're likely to get yourself killed," he warns her, but there's a gentleness to his voice. "Talk to Diode, see what he says. He claims he's fluent in the spirits' language. He might have some advice. What you're talking about is something we've been attempting from the start, so I don't want to say it's hopeless, but I'd hate to lose someone so quickly. Even though we can repair lanterns, there's still a lot of people who never come back. We might not find your lantern if they take you."

Which is why he can't encourage her, even though he wants to. Most important is to keep people safe. Wandering off alone to negotiate with green-eyes is the opposite of that.