She didn't have to return the lock pick. Skulduggery could have easily taken it back with a little air manipulation that the captain likely wouldn't even see coming. In most cases, he would have.

Right now, however, Skulduggery decided it was a much better idea to be polite, and let her keep it. He raised his hands in surrender. "Alright. You got me. I'm committing a crime. May I have my lock pick back, please?"