Knuckles noticed Julie Su seemed to be looking for something with her gaze, maybe she was expecting him to have metal armour like her? That would be something to ask later.

"It's going to take some getting used to, but so far the people have been welcoming." Which they would be if their strory was true. In a normal situation Knuckles would be a lot more distrustful of this place, however learning about the existance of another echidna has done a very good job of distracting him.