It's strange to see the detective in any sort of confusion or disconnect from a plan. He's supposed to be the one out there playing it by ear, rolling with the punches, improvising even (to borrow that awkward, uncomfortable hobby from Dan). It shows in the confusion on his face when she says it, because he doesn't see it as possible.

"Really? There's no ne'er-do-wells, no crime?" Surely there must be something exciting happening beyond snowball fights. Then again, if this is dear old Dad's little invention, why wouldn't it be dreadfully boring?