Ray winces, because he'd almost forgotten how bad Mick Rory really was. Sure, he brought up his past now and again, and sure, it was dark. But it was only once that Mick Rory betrayed them in a way that was 100% under his own volition.

"I don't... really know what to tell you. When the Legends were formed, it was the mission that mattered. And they had skills we needed." Maybe 'they' wasn't a great choice of words.

Still, he's trying hard not to burn this bridge before he's even finished building it. If nothing else, Ray himself is genuine.