I mean, people react in the moment in all sorts of ways; being surprised MitD is talking at all, and to them in their language, instead of, not talking or, I dunno, muttering to itself in its own language, makes enough sense to me. Like I don't think whatever pause in between the sentences there is going to give SBGH time to think, in this example, "Wow, a Protean is deigning to talk to us! But I guess it makes sense it would be talking in Common if it was communicating to us."
You're welcome to break it down, but I think since we're getting to the point of how we parse a handful of words, it might just be an element we don't agree on. (Especially since, as you well know, I think the Protean is the best fit overall and for a number of other scenes, so as long as a scene like this fits a standard of "Would it be plausible for them to react like this to a Protean?" and not necessarily "Is this exactly what I'd expect them to say about a Protean?", it's fine with me.)