Peggy can't help it. She smirks the tiniest bit at Rosalie's plan of attack, and then at Sarah's visible disappointment that she was beaten to it.

And even if it was a bit of a failure on his end, the fact that Clint even tried to placate her daughters earns some points in Peggy's book.

The more he does to prove he's not a complete and total threat, intentionally or otherwise, the less hostile she gets. Even if she recognizes the look of a man ready to bolt at the first opportunity, but she doesn't imagine he'd get very far -- even if he escaped, something about the entire situation makes Peggy think he'd be easy to track back down.