"An excellent question." You'll have to give him a moment to think, because he's kind of just been going with the flow here.

"You don't seem like the criminal type." So at least there's that? "More like someone who finds danger without necessarily looking for it." He just assumes he'll be asked to explain that, so might as well get ahead.

"You're not aggressive, but you move like you can handle yourself. You're not cocky, but you're not meek. And you're clearly not missing from a larger group, you're fine by yourself." Surely that's a comprehensive explanation. "What all that amounts to, hell if I know. It's more a process of elimination."