Walter looks quite distracted, now.

And perhaps a bit green, though it's not actually anything to do with what they're discussing.

Not directly, anyway.

"I wouldn't envy us, either," he says - then, jumping on to one last question like it's a lifeline, he asks, "Does that mean neither you nor Mr. Helpful will risk being harmed by whatever Mr. Evil does?"

If so, then there were clearly perks to being an alien.