Nero and Berlas stood in the entrance of some building. No one else was nearby, so it seemed like it was just the two of them. In such a situation, any conversation they had should technically stay between the two of them. No one else would be privy to the contents of their conversation, not that they were having a terribly important conversation to begin with.
Nevertheless, Nero did not assume that anything he said would remain a secret. Both Footer and Gabriel had warned him about the probes he would face. He did not know if cadet Berlad had a prominent family background, so for now he could only conclude that this was, at the very least, a probe from some faction or group within the military.
He could be completely wrong, and it could just be Berlas randomly giving Nero a friendly reminder. But in that case, even if Nero assumed that Berlas was reporting to someone and was wrong, he wouldn't suffer any harm by carefully considering his response.