I didn't think I would either but I can't see any reason why she would hide it from him. It's not like he's about to go blabbing to everyone [i]and[/i] he was there when Nick was under fire [during The Winter Soldier]. Sort of a "If I'm gonna tell anyone, it might as well be you" sort of situation. Plus, it's the first time anyone's actually asked her who her parents were. 

And yeah, that'd be cool :)