I am pretty sure that what we look at here was not the first lesson of Allison in magic. Though I am NOT sure if this comic is showing "present day" (aka one year after the bankrobbing) or sometimes in-between, bat late enough that Allison is already buffed up and with long hair.
But I'm again pretty sure, that this is a routine scene, and this is not the first time that Allison asks Cio out.
Remember the end of book 3? Cio: "I don't date. But, just ask [whenever you want sex]." Beat. Beat. Allison: "I'd like that?" Cio: Ha!
It follows for me that Cio has made it a rule for herself to not take the initiate and to never assume that Allison wants sex right now (not after what happened in the vault, and not after the conversation I cited above). And if that is her rule, Allison has to take the initiative whenever she wants to try it, and a wink-nudge wouldn't be working. She has to explicitly state it, so that there are no unfortunate misunderstandings that would lead to new scars. Hence, Cio has "no subtle bone."
I wonder what White Chain has to say about that relationship. Silent understanding? Silent grumbling? Outspoken reproach?