"Doesn't exactly happen every day, does it?"

Lena winks at Sombra, and leaves the matter there, imagining that she will either stay and watch the movie, or that she will wander off to find another friend to sit with. Her mind has successfully been taken off both the issue at hand...and off of Reaper, though she hasn't forgotten about his presence.

If he had intentions of shooting someone, then he would have done it already. Even if it doesn't make sense -- that's what it is.