If she's being as impressive as she sounds like she is, this is what I think is going through her mind:
While a minor thing, Zenji was deep in thought about something with the shells, which hints at his abilities. She reinforces this when he starts asking about the goats, he seems to have a good mind for merchantilism. Similarly the fact that he knows a lot about goats and knows that harbors can freeze over in the north hints at him being well-learned. It also hints that he doesn't have a traditional royal experience. This is probably why she mentions the sword. A skilled general might become a concubine, despite not having the royal background (as we already know) and with that small question she eliminated that possibility. A very important thing is that he also demonstrates that he is completely without guile and has trouble hiding his intentions. This is great for someone that wants to do business with him.