She means hypothetically, but César looks shocked by the idea of having his corpse walking around almost as if she meant it permanently. For some reason. And the same for ghosts.

He does his best to wipe that expression off and go back to neutral, but River's literally right there, buddy. There's a reason César hide himself away and worked nonstop in order to hide his true plans to betray Black Knight: he, like literally everyone else, cannot control those initial micro-expressions, even if he controls his expression shortly after.

"Oh. That's ah, good to know. I'll keep that in mind, thank you." That's. Shit. Try again, Salazar. "... I haven't been haunted yet, but I'll be sure to let you or Chris Freeman know. They can see ghosts."

... SHIT. Just go and drop that clue right in her damned lap. He's awful at this.