So the train limits her. It makes sense, of a sort - if she could be everywhere, she probably wouldn't choose to be stuck on the train.

It wouldn't work otherwise is honestly disheartening, and he tries not to let it show on his face. There's a reason Thanatos is so harried and stressed, isn't there. "If you couldn't be in multiple places at once, but still had to do your job, what would you do?" If she's talked with Thanatos at all, then Ryo is probably giving the game away here.

Then again, if she's talked with Thanatos at all, she may already know.