When Coulson takes a step back from her, it's the first intelligent thing she's seen someone here do around her so far. Everyone else seems more curious than cautious, which makes her wonder about them a little since they know nothing about her. This guy... he must be the smart one.

"Do you have any idea why we're here?" If some people have disappeared, perhaps they were moved to another location. Or dead. Which might be more likely, in her opinion. She'd just really like to know why she was brought here to begin with.