I think the magician owes it to her to be more explicit about his bad feeling toward Cosette, not just saying "Be careful," be more like, "No, no, no, no - you don't get what I'm saying. I'm a dude who'll break the Space-Time Continuum if I get paid well enough, that... thing... spooks me. If you don't have holy magic to banish it, make ready with flamers and bolters."