Once he gets a better look at his would-be rescuer, Paris's questions just mount up. Even humans with mixed heritage like himself look entirely human, so he would assume that Kai is also a spirit. (Really, spirits can look like anything, which is why the moment he's lumping anyone who doesn't look completely human into that category.) But then why would he help? Spirits don't usually get in each others' way if there's no incentive for them. And rescuing him, he's pretty sure, offers no incentive.

He really feels like he's missing something here.

"...Thank you," he says, reaching up to rub at his neck where the collar was, "...Why would iron help more?" He's sticking around, because he assumes there's a catch. And it's no good to owe an unknown favor.