Somehow, Peridot is not surprised to find Steven is just here all of a sudden. Maybe she sensed him getting closer, because of the bond? Unclear. She's still kind of feeling out the advantages and the limits of this magic. The important thing is, she kind of just accepts his presence without needing to go out of her way to acknowledge it,

"It's a CLOD is what it is-- Don't let it get away!" she yelps, scrambling after it.