Hrm? Reeally. But that's not a nice game to play with people, you know? [People hide so many things already; there's no need to add to it for fun. And as a shinki, he's not a fan of that kind of thing, either. He is also only distantly aware of how much of a hypocrite that makes him. (It doesn't count as hiding it if he never went through with the tea plan that's his justification story sir please and thank you)]

I haven't been doing any secret training. [Deadpan admission of one who has nothing to lose. (Literally; he has nothing to lose by admitting it. Aha...)]

[...Except maybe his breath. He grunts a little as the pillow hits him, but he'd actually blocked most of it with his arm, and he plucks it out of the air when it starts to fall.] I've been thinking...

[He holds up the pillow with both hands.] Why pillows...? [Mischievous spirits yet harmless (mostly) mischievous spirits??] If it were me, I'd go with something more glamorous.