Nill confuses him! She knows a lot about him and he knows nothing about her, and although she isn't loyal to Konoha, she isn't on his side either.

The fact that she knows Itachi intrigues him, and he's very, very interested in anything she has to say about his brother. He hasn't gathered enough intel to form a solid opinion, but that unknown makes her dangerous; he will treat her with caution until he gets to know her a little better.