Seen objectively, Velma hadn't really said anything odd or unusual. Nor was there any need for Bagheera to be so disturbed. But his immense apprehension was as a result of his very essence being revealed to someone else, one secret at a time.
The real problem was that Bagheera, an Immortal, fully equipped with various gear and items provided to him by the bank, was having his secrets revealed without his knowledge. Moreover, though he was questioning Vivian, he knew that he couldn't really coerce or harm her in any way, since technically they were at fault. Every single person who could take a sponsorship from the bank was exceedingly well connected.
Much more importantly, they had already tried remotely scanning the karma on Vivian and her companions to get a read of their involvement in the matter, if there was any. What their scan revealed was that each of them was carrying an item with a Dao Lords aura, which meant that nothing about them could be discerned.
