(Legion considers her question as they play through the cutscene and ensuing battle. It's probably not surprising that they're very skilled at an in game gunfight.)

Prior research is useful for developing character builds, exploring unknown story paths. However, excessive use of exploits can result in missing unique experiences and valuable data.

The previous game section contains neither.

(Or in other words, Legion cheats pretty much from the get go but they tend to not skip entire chunks of the game. That stealth section just really sucks and they don't want to deal with it.)