He takes her at her word on it, having no read idea. It makes sense after so many rounds of the military's perverse version of Capture the Flag in Basic, with red versus blue. He's about to make a comment about how opposites attract when he's distracted by the dog nearly assaulting Alex.

Kyle shifts towards Alex, naturally protective, even though the dog isn't that large, before noticing she has it under control. When it sits, he crouches down beside it, petting the dog and helping Alex to disentangle from its leash. The dog pays him no mind, but he has no reason to think anything of it really. He speaks to the dog in a ridiculous pet-voice, like you do. "Hey, buddy. She's pretty, isn't she? Yeah. I think so too. But attacking her isn't the way to go, is it? No, it's not. No, it's not."

He looks up to Alex, smiling. Once she's untangled, he asks her in a normal voice, "Are you okay?"