Diana was surprised by the question. She wasn't expecting such a question from him at all.
She didn't know what to say because she really love this work. Even though it's dangerous and all, it makes her who she is today.
There are some things she got to do, which wouldn't have been possible if she didn't go this lane.
Even if someone helps her take out Shane now, there's this satisfaction feeling she derived from the few damages she manage to deal to the man. The thoughts alone makes her happy and contented.
If she didn't go for this profession. Let's assume Ethan did fall for her and they improved in their relationship till this point.
She will only have to hide under his protection, go out with tons of private guards protecting their boss's woman.
When an attack came, she will only have to hide in a corner, while those people fight for her, laid down their lives to save her, while she remained useless.