If Stacia were presenting herself as a threat, she'd be getting a way less sharing response. The miscommunication happening here is Stacia seems like the opposite of someone Setsuna needs to worry about treating with suspicion, and so Setsuna doesn't see a reason to withhold something like dubious baked goods from her if she's asking. It's not like it's anything important like private information, after all.

Setsuna's face shutters as her own hand ghosts across her chest, involuntarily. "I suppose it'd be hard to take anything here at face value, when they've already cut so deep, wouldn't it."

And then is startled out of her own musings by the next question. "Ah! Yes. That's ... that's right. That's where my family's from."

Which is a weird way to say it, but who knows, maybe she's just not entirely used to being able to speak English, yet.