Laz didn't know that Tommy was out to kill him. Would he be worried if he knew? Probably. But would it change anything? Probably not. Laz had a different way of looking at things ever since the incident with Joey. He wasn't going to be afraid. Still, now that Tommy had walked away, he knew he needed to talk to Kennedy.
Of course, the real question would be how to start that conversation.
"Before you say anything, hear me out." Instead of Laz having to say anything, Kennedy started talking. It occurred to Laz that they would just have conversations mind to mind, but that it would look funny if it seemed like they were talking without saying anything. It was good to hide secrets but awkward when observed in real life.