He gives a nod, understanding the sentiment even if experience has taught him that in practice this is a dangerous thing she's aiming to attempt. He can see just as clearly that she really means it - this is not just stubbornness but a true moral stance, and that's something he can absolutely support. The struggle between ethics and duty has been a constant one in his own life, after all.

"Let me know before you do attempt it, all right? If things go poorly, we'll want to be ready to send help." Or retrieve her lantern, if they can. They can't afford to lose anyone.