Wyn's mind somehow kept defaulting back to the idea that Roxy was taking this way too seriously, and had to constantly remind himself that he was the one not taking this seriously enough. Perhaps he knew deep down that this whole thing was going to bring a whole lot of unpleasant memories back, and he refused to feel the way he felt all those years ago. He could sense some naivety under this woman's shell, especially after her question about him cooperating. Was she expecting him to tell the truth even if he was not going to cooperate? Then again, that question might have been rhetorical, and some sort of a warning.
He laughed nervously. "As curious as I am about what 'the hard way' is, I think I'd rather stay in one piece."
When she said that she was not going to hurt him, it was likely that it was conditional. He did not know if she had people working for her who were waiting for them wherever they were headed. She could even have a hidden weapon on her, like a taser or some other sort of firearm. There would also be a higher chance of her letting her guard down if he displayed no initial resistance. This would be beneficial in an event where he really needed to escape. Meanwhile, he was going to try to find out more about this chip and what kind of trouble she was in.