There's a lot that's going on unspoken, here, and even though Shido is perceptive, he's not psychic. But he does know at least one thing Phillip is talking about and he finally decides to address the pointy-toothed elephant in the room. He feels a bit better, dealing with it while he's got some familiar clothing on and he's in a space that he's noticed conveniently doesn't have windows, even in a place where sunlight would never go to begin with,

"I don't have to kill people to continue to live, for one. There's a lot I would have traded for that, back home. I'm not sure yet if this would have been a trade I would have made, if I'd been given the choice, but so far, aside from worrying about the people I care about, I can't find much to recommend saying no." Which also says quite a bit about how he feels about himself and his place in the world.