His gun arm unflinching and his eyes tightening, Gehrman couldn't help but keep his guard up. He was used to the Dolls making the first move against him once his hostility was made clear, but this one stayed back and attempted to provoke him, goading him into attacking first. In his time of slaying these creatures, the only ones who did so were more intelligent, and thus far more dangerous. He also didn't forget the missing woman, who was likely still hiding. He had to keep sharp, and not fall into any trap the Doll seemed to be setting. 
He decided to counter the banter.

"Is that what you call your spawn? A fiend of lore should know better than to spout obvious contradictions like that. Why don't you come and show me how deadly your actual hands are?"