She wonders, sometimes-- if she didn't know, would she ever have guessed? Adam is all smooth surfaces and glinting reflections, and in six months he has never told her where he grew up, or what his parents' names were, or the name of his favorite book. She knows why, but she thinks that if she didn't, she might never notice the omissions.
Adam lies to her without ever lying, and she thinks maybe that is his only tell. No one with only one lifetime of experience should so perfectly play the bumbling tourist-- and, at the same time, the so-helpful concierge. He knows the cities they visit, and not the way a scholar might, from books. She watches his face for some sign that he lived in London once, in Paris, Athens, Rome, but everywhere he goes he is a stranger.
There are so many things she doesn't understand about immortality. The swords, and the thing Joe and Mac and Adam call The Game, and the way death means so little and yet everything. But watching Adam, she knows that she has never met anyone so alone as he is, and if Alexa understands anything it is loneliness.
That, more than anything, is why she tells him that she knows.