Just like how Rhodey knows to trust Peppers instincts. After all, she'd been the one to call him, during the whole Obadiah Incident. He hadn't believed her at first, but she had turned out to be completely correct in her accusations. It's not a hypothesis he wants to test, not when it could mean Tony's life was on the line, but here they are.

He crosses the room to put a hand on her shoulder, giving her as much of a reassuring smile as he can. "You don't have to thank me for this, Pepper." And she really, really doesn't. "Is there anything I can do to help?"