Enters my other favorite character.
RELEVANCE
John Reese: "Shaw... listen. My name is John. I'm here to help you."
Honestly, he wouldn't have believed it just after Ordos, either. He won't take it personally if she shoots him – she'll be going for center mass, and that's why he has a vest. She's a professional, and she's calm – in the same way John is always calm. Her way of panicking doesn't include making mistakes on the field, though it might blind her to some things. John knows how it works. And he knows, she won't take the chance – because he wouldn't have. Still, he has to try.
Sameen Shaw: "Give me a good reason."
She's full of distrust, of course she is – but she still listens. His job is to find a convincing argument, something she needs but he isn't withholding, something he can help with. It's a negotiation, not a threat, and certainly not trust – trust has to be built, and for now they have none of that.
Harold Finch: "Honestly, I was never terribly good at games."
John almost wants to laugh at that one – he doesn't trust Sameen Shaw enough not to listen in, and she's probably expecting it, too. Finch may not consider what he does as games, but he sure does know how to manipulate a narrative. His multiple identities say enough about that. John guesses, in a way, that Finch doesn't play games, because none of this is for his own benefit – and because he more often says nothing, than he outright lies. He lets other make assumptions, he gives them a direction to carefully construct the lies they have to tell themselves about him, and he only pitches in occasionally to make sure it's still going strong.
Sameen Shaw: "Thanks. But no thanks."
Yeah, John tried that, too. Saying no. Finch didn't let him – waited for him to be asleep, moved him to another hotel, set up a situation in which he knew John would intervene, to try and convince him. Terribly reckless, that. He hopes Harold learned from that attempt at manipulating an international clandestine operative, because Shaw won't be more cooperative than John had been back then – probably less so. This time, though, neither Harold nor John will let her say no, because she is the number, and not a potential recruit. John won't let her be killed – not definitely, at least. What she does afterwards... That will be her choice.
Leon Tao: "I gave her the atropine and some demerol to knock her out. But she woke up on the drive over and almost killed me! Look – look at this bruise on my neck!"
John smiles a bit, because he really likes Shaw, from what little he has seen. Of course it's not good that she attacked Leon, but he would have probably done the same in a similar situation, and at least she didn't manage to kill him.
Sameen Shaw: "Trust is overrated. Toss me your phones."
Of course she'd say that, she just lost her partner to an abuse of trust. On top of that, people like them – John and Sameen Shaw aren't quite the same, but he probably gets her more than anyone in a square mile anyway – they don't let feelings dictate much of anything, even if they still influence them in their choices. Either because there aren't many of those feelings, or because they are slightly disconnected from them. So Shaw remains cool-headed, even if they helped her, because she can't know for certain that they told her the truth, because one of the few people she actually managed to care about has been taken out, and she has other priorities.