Cesare thinks Lydia is clearly joking, after all, every person in the city knows about Nancy's profession. But still he isn't quite sure why Lydia is saying it. To be honest, it sounds a lot like Lydia is trying to poach him and steal Nancy's business. It seems like she doesn't realise that that Nancy and Cesare stopped their professional relationship months ago. Even if they hadn't, Cesare tends to have a few girls going at once. Hey, if Lydia had asked a couple months earlier, Cesare could have enjoyed the two redheads together.

He laughs slightly and takes a swig of his drink, smiling into the glass.

"Nancy and I are just friends." Which means there's an open spot for Lydia, if she wants to take it.