You know, I don’t know if it was the words themselves she was reacting to, since she must have known there was a major “but…” coming, I think she was flattered at how much effort and thought Eve had put into her, and pleased that she was playing along, and intrigued to see where her analysis was going. She was like a teacher testing a bright student and wondering if Eve would get anywhere near the right answer but not expecting her to.
In that moment, I think there’s very little Eve could have done to “fail”, I think she’s built up enough of a safety buffer with Villanelle by having that hair, being selected to lead the team hunting her, managing to save Frank, and getting out of the car that morning. If Eve had fallen for her poor me shtick, she’d have laughed in her face and been disappointed and lowered her expectations of her, but it wouldn’t have changed much in the whole interaction.
I want to ascribe sincerity to what V does which is why I’m never going to, lol. I’ll expect her to be playing at some level pretty much always. Even coming to see Eve that night still had another purpose, to get Frank’s safe house location. It amused her too, for sure, and I think that every little time and in every little way Eve does something that interests or surprises her, it ensures Eve’s safety a little longer. But I also think V rates herself well above Eve and once she no longer entertains her, she’ll kill her.