"There... could be other explanations," Ryoji says, trying to sound reassuring but ultimately falling flat because he's having trouble thinking of what else could be, besides taking these things at face value and admitting to the danger that they hint at. He wants to remain optimistic about things, to the point of naivety if he has to.

"Maybe it was a movie. Maybe you were a stunt actress?" It's a stretch! But it's one he pitches anyways, because that takes into account all that training and Chloe's ability to move as she does, and at the same time, addresses why somebody would point a gun at her, somebody who Ryoji believes to be kind and level headed, not one to provoke fights nor find herself in the middle of them.