Zuko is, honestly, less interested in where Ryu came from than in what he can do. She doesn't answer his remark directly, but instead starts to draw her swords. It's easy to mistake them for a single weapon until they divide easily into her two hands.

"Care for a sparring partner?" You get stronger through practice and diligence, after all, and there's a lot to be learned from an opposing style. Zuko's doesn't focus on power, but on speed and precision.