Michael smiled as Clements called him "Sir Wolf" - and he couldn't help but wonder what kind of supernatural creature Clements was. Michael felt certain that he'd know if Clements was a werewolf, or one of The Host. But Clements didn't appear to be either, nor was he spirit or ghost, and that was all that Michael knew how to identify for certain. So he was a mystery - meaning that he couldn't be trusted yet.
When he returned, Michael accepted the clothing with a murmured "thanks", pulling it on without looking at it. Coming from a costume department, it was probably awful, and the sooner he got home, the better. At least he wasn't standing around in fur underwear anymore - that was a plus. After Jack spoken, Michael asked, "Who's Frank?" Then, after waiting a moment for the joke to hit, he nodded. "I'd appreciate that, Mr. Clements. This... well, its all a little new to me, you might have noticed," he said, smiling self-depreciatingly.