"Oh." Another oh, but it's said with a rather blank expression. But he seems to come to some idea when he shares, nodding, "My girlfriend did that too! Change outfits, do magic, kick butts. How about we help each other out then, huh? I wanna get to that gate. We can team up 'til there's a good opening!"

No point in thinking too hard about 'magical girl' or 'Pretty Cure' -- that sounds like a their world thing, and it's easier to accept it as that.