He snatches up the rope as soon as it lands, before it can risk slipping away.

"Yes, it- that looks correct from here, too." An accent she would probably identify as Eorzean (it is not), and he gives the rope a light tug to show he's got it. "Brace yourself-"

Because he doesn't know how strong she might be, or how small compared to him, but he has to start climbing eventually.