'I know though.'
As someone who still kept appearing throughout the novel after the Ability Eraser chase arc, Leo was naturally aware of the girl's name.
Although the crazy Ability Eraser found it poetic to use names from a messed up fairy tale, Gene immediately discarded that name.
'But why?'
What Leo was rather curious about was why the girl presented her name or even followed him this easily.
He was indeed trying to keep this part of the story on track, but Leo really planned to let the girl go if he couldn't convince her using words.
The fact that she appeared so eager to follow him was totally out of script. After all, while Leo could understand Mac's ignorant enthusiasm, he knew that Gene was far smarter than that.