To be entirely fair to Sif, Thorfinn is small by normal people standards as well, his full height being roughly 5'2". It takes a moment for him to realize that she's addressing her, although not due to ignorance; rather, he's unused to people talking to him of their own accord, much less a woman.

Still, this person is already unusual; he's got a knack for sensing who the dangerous people are, and this woman is at least caution-worthy. He pauses, weighing the two in his mind—conversation or continuing on?

To engage would mean he'd have to respond, and idle conversation isn't what he's searching for. Thorfinn moves on, giving nothing more than a once-over to the lady before he starts walking again.