Sealed Vault
Nero immediately decided in his head that she was probably lying about half the things. The things that were most likely true were her identity and position. It made sense that she was an Ascendant, which made her position likely true as well. He also believed that everything that happened in the basement was classified.
The part that he did not believe was his 'teammates' were still asleep. Or maybe they were. Who knew? But the reason Nero had doubts was because it seemed like a simple trick. If Nero believed that he was the first person to give testimony of what happened in the basement, and there was anything he wanted to hide, he would likely report things the way he wanted. He could then also level any accusations he wanted to discredit others.
By giving him this opportunity, they would allow him to play his hand, in case he wanted to hide something. Whereas in truth, everyone else might have already been debriefed.