Sephiroth himself almost completely lacks shame these days. There's barely little that can phase him or will even garner a reaction. Were she to act shy he probably wouldn't even comment about it.

He is, however, completely focused on where she comes from. That matters much more than her singing or the song itself.

"I was born on world caled Gaia, but my mother traveled there from somewhere far away. Does it bother you to be among so many humans here?"

He also has very little tact when it comes to communicating with other people.