Nick knows that no matter how lightly Rey talks about her figurative rampage, she'd have absolutely gone on one had he been shot. It crossed his mind early on that if he went down -- or Maketh, Firo, maybe even Ellie -- that there'd be hell to pay, and the bodies wouldn't be covered in just paint.

And yet, he returns her joke with some light teasing of his own, as though that's the best they can do in a grim situation. "Just trying to save myself from a whole lot of paperwork. And probably another accusation on how useless the Guard is."

If he sounds the slightest bit bitter about that second part, it's not accidental. Rey is one of the few who understands his frustration regarding the populace's perspective of the Guard.