For Peiter, he was not entirely sure what to think about Gallus' intentions once he explained them, but his first reaction was not wholly accepting of this plan. He was skeptical of anything said by their enemy, and while his overall mood may have influenced his skepticism, he had always felt it a good idea to be suspicious of Vile's agents. 

"But...are you really sure about all of this? Are you [i]that[/i] certain she was honest? Maybe she wasn't trying to save herself; maybe she was just...trying to redirect your questioning? And if she was telling the truth, is it really a good idea to start telling strangers about us? They might not believe you, or might even call the guards on you." Peiter objected. 

From his expression, Peiter was taking a few moments to think of more reasons that it was a bad idea. "And, do you think it will really be a good time to leave so soon after we get back? That impostor was from Black Marsh, right? You'd have to go all the way across Tamriel. Won't you have more important things to do in Bruma once we get back? Aren't we going to have to do something about this whole situation with that gas?"