Finnick would agree; he isn't helpless, he never has been, and he can be a threat. Just recently, when Gadriel showed up, he had to tell a couple of people point-blank that he is not some angelic pacifist and that he will use violence to protect his friends and loved ones. While he's nice and generous most of the time, he does have a sharp and dark underside. However, he would never want Shepard to think of him as a threat to her. If there is any side he's most solidly on, it's the side of Victors and former tributes. If someone tried to harm Shepard, that's when he'd become a threat- to the one posing her harm.

Anyway, he sees her sharp gaze and figures it's a product of hypervigilance, hoping he hasn't freaked her out too much with the magic.

Then he nods. "Yes, you can. They take everyone's powers away at first, but do a few quests, exchange those Bones, and you'll be yourself again. I can promise that. I'm happy to do some with you."