Frankly, Steve, staying mission focused is the only way Soldat is remotely functional right now. They don't know what they should tell Steve, how much, whether it's safe for him to know just how fucked up they are now, what might make him turn away like, last time-- (Hey. It was the train's fault, not. Not ours. Remember?) Sarge doesn't really believe that any more than Soldat does.

They shut their eyes briefly, then answer the question. "By defeating all of its illusions. It fled when we confronted it at the center of a. An illusion maze thing. Don't think that's gonna cut it this time. We might have to actually fight it." And they don't know how. They're a guy with a gun, not magic. Even with James helping with his metal manipulation, that's still just physical fighting. How do you fight something made out of light and color with a gun or a metal arm?