Bucky turns back around. At least he didn't walk in on anyone in a compromising position. When he realizes that she's trapped, too, it's a whole other story, though. Maybe it's better that she's not trapped here alone.

"How long have you been here? Are you okay?"

She's obviously not human, but that's not really anything other than an observation for him. After everything else he's seen since he got here, she's really not that out of the realm of things he expects.