If he was already skeptical before then now he certainly couldn't take her words for granted. Bruce quickly darts forward with his arms outstretched in order to catch her before she could actually fall or--well, anything, really. There most definitely was something with her.

"You are not fine," he says as such, doing his best to have his words come off as stern as he could - which probably isn't much, considering that he's talking to the Right Hand of the Divine herself. "You should at least sit down somewhere warmer. It'll do you some good."