She opts to keep her gaze focused up on Peter's face rather than risk looking down and noticing how high they're flying. Again, she's not bothered by heights, but considering that she doesn't know how new of a development these wings are and how well Peter is able to use them, she doesn't need a reminder of how easily she can fall to her death. She'd already nearly done that earlier tonight-... today-... however time works here.

Luckily, Peter's giving her enough of a distraction to focus on, even if she might eventually decide she'd rather experience a free-fall than have to hear anymore about the logic - or lack thereof - of the being who'd brought them here.

"Okay, is it just me, or is it weird for a talking fox to lean heavily on Christian themes? How would she even begin to judge who-... wait, Mr. Stark? Tony Stark? He was here, too?"

It has to be "was," because if she allows for the possibility that she might come across dead heroes while stuck here, she might legitimately lose her mind.