Exploring the Demonic Faction, the wasteland, and the other clans with the vast cities and more didn't seem to be the safest thing, but Raze was confident in the new person he had met for a few reasons.
When they were heading around the city, and at the Auction house, he could see that many respected him and acknowledged him. This gave the impression to Raze that he must be with someone relatively important in the Demonic Faction.
He also had a good head on his shoulders, so if venturing outside was dangerous, then he wouldn't have suggested it unless he was confident that he could deal with the situations that would arise.
Surprisingly, Reno actually was thinking along similar lines. Seeing someone use the extraction technique at such a fast rate made him think he was with a master of sorts, at least when it came to martial arts. With a strong person like him by his side, then they would be able to avoid whatever trouble came their way.