Legion-5 isn't aiming to fool her or deceive her about his identity but he won't admit or deny anything. He intends to act completely ignorant of her accusation. But she didn't give up.
Maybe she would have given up if she could predict his actions the way she could predict normal people's actions. But she can't predict anything about him. There are other people who have used various items and methods to block her sight so this is unique.
However, this whole encounter reminds her of her conversations with Soverick. She was also blind to his future. When combined with the information that Jarkon and his squad have risked their lives to acquire, she is at least certain that he is related to Legion in one way or another.
She threatened him with a smile, "If all I am saying are fairytales then you wouldn't mind if I go around telling people."