Had they not previously spoken, James would ask if that had anything to do with her halo, regardless of them being more typical of Christian folklore, but it had been a difficult thing to ignore their first time meeting, and so that question has already been explained; Diana being a demigod is not a result of being a halo bearer as well. He's looking more at it than her right now and James's laugh is self-deprecating. "You're kind of intimidating at times, Diana. Anyone ever tell you that?" It's well-meant, though, definitely a compliment.