Mahdi's not exactly an expert on Earth animals. He knows about most of them from television, and he's seen Collette-as-a-wolf before. From those experiences, Mahdi has discerned that animals are smart and sometimes talk.

Well, his mother never said he was the brightest crayon in the box.

"Nice doggy... um... wolfy? Are you okay? I thought I heard you clattering over there, I hope you didn't hurt your paws."

It's not that he's not smart enough to be nervous. He is. It's not good to be a tiny person in the presence of a large predator. He swallows audibly, but smiles. "You're... really big." Oops that sounded kind of like an insult. "But your fur is quite pretty!"