He doesn't point out that T'Challa had been perfectly willing to risk exactly that for the auction. Vibranium's not directly involved here, probably, and that makes a difference.

Beside, his role is in this little play isn't to be the antagonist. Not overtly, anyway.

"I'm not interested in endangering your position, Thirteen." He considers for a split second, then tosses it out there. "Or Sergeant Barnes, for that matter."