The rest of Cain's sentence would have been: "Well, I did hear of the guild very vaguely in the past but I suppose I didn't really learn that much about it at the time, and besides, I didn't really want to ask Kylie too many questions because, well, you haven't seen her 'Go away, you're annoying, go die' glare yet."
To be fair, she doesn't realize how bad Cain is yet, and was distracted by the conversation, both of which contribute to her not stopping him from the 'trap' sooner. :P
