The one good thing about this visit from Matt is that she was reminded of one of the reasons why they had broken it off in the first place: the man could be ruthlessly self-serving. He wanted her to "just" violate her professional ethics for his convenience. She couldn't believe she hadn't seen that before, that Matt didn't really respect what she did. They sat in silence for a few seconds before the doorbell rang. She was almost relieved at the interruption, until she saw who it was: Nico.
He didn't bother to hide his shock at seeing Matt. She watched through lowered eyes as the two men locked eyes. Matt probably had the wrong idea, which is why she clarified that she and Nico had a client together. She shouldn't care, but she didn't want there to be awkwardness if Matt made, and commented on, the assumption that she and Nico were seeing each other. Things were weird enough with Nico already.
To be fair to Nico, she wasn't worried that Nico thought that she was still involved with Matt. Even if he was being a colossal jerk right now, she felt confident that he knew her better than that. She of all people would not get involved with a married man after what Ray put her through, and an expectant father to boot? No way. No, Nico seemed to be giving Matt some sort of stare-down, although she wasn't quite sure what that was about. She was very sure that neither man had romantic interest in her. God knows she didn't have any in either of them at this point.