Uh... is Sinclair going to acknowledge that Jack's being held at gunpoint at point blank range? By a lady who's not following proper gun safety? Anyone?

"That was us," he says, in hopes that if he's helpful enough she'll put the damn thing down.

It's not what he wants to say to her, but what he wants to say he can't really say in front of Sinclair without giving away more of his past than he wants to. So he's containing himself. With difficulty.