He gets a scowl in response. Not for the Netflix comment (even though she doesn't know what that is, either), and not even for his being aghast at the fact she doesn't know what a Men in Black is. Malia's more focused on the part about her shifting in front of a human and vanishing.

Not literal vanishing, she's aware that's not what he means. It's a nice way of saying they'll kill her.

"But I shifted in front of you and I'm okay." That's what she's having difficulty parsing. Malia doesn't want to let go of this friendship with Stiles, especially not at the behest of some shadowy creepers who might magically take away her shifting powers.

(Part of her wonders, though, if she could stay in coyote form if they did. It'd make everything easier, at least.)

"They can't be that dangerous if I've never even seen them."