They don't look particularly encouraged by the statement. Fighting things that aren't even human sized or shaped or even actually solid is not a thing they're necessarily experienced at. Soldat's had some practice on spirits, but they were physical spirits.

They move past it with only an uncomfortable look. "I think so. Some people got pulled in from other worlds, not from the train. That must be. What happened to you, and to her." And to Misty. "She might not remember yet. Even if she does, she might. See me as an enemy." They only have very vague memories of Natasha Romanoff, and most of it is of the certainty that she will kill them of they aren't careful.