Malcolm watches her get up and pace. "Why not? You're smart, you're good. You've made mistakes, but lots of people have. You'd be an asset to a research facility. They'd be stupid not to have you."

Apparently he's not drawing the parallel here between Harley's life and his own. It had been nothing for him to start up with the NYPD, thanks to Gil, but he'd also like to think that it's because he's good at his job. The FBI threw away one of the best closers they had. The feds' loss is NYC's gain.