Leo let's him laugh because it's funny in the grand scheme of things. Hiding this aspect of his life from outsiders has become a common enough thing that it's almost natural to make sure he doesn't tell anyone. There are, however, some cases where he makes a conscious effort to keep the details separate.
"At least the getting stabbed thing makes more sense. And you probably do? Mostly because the people I tend to piss off don't discriminate." There's another beat and the rattling of glass where Leo pours himself a glass of scotch. "I'm still not taking 'crazy' off the list of possibilities for your brothers. Most people wouldn't go looking for the monsters.
"You wanna talk about my career murdering people? For money? Pretty sure your story is more interesting."
He probably has a pretty lady that shaves it for him though so there's a perk
"At least the getting stabbed thing makes more sense. And you probably do? Mostly because the people I tend to piss off don't discriminate." There's another beat and the rattling of glass where Leo pours himself a glass of scotch. "I'm still not taking 'crazy' off the list of possibilities for your brothers. Most people wouldn't go looking for the monsters.
"You wanna talk about my career murdering people? For money? Pretty sure your story is more interesting."