Rico smiling because she's just remembered the correct thing to say in an awkward social situation as she points her silenced pistol at an innocent boy who's seen her during an assassination.
Rico: "I am sorry." (fires)
Rico's angelic smile as she goes to beat information out of a terrorist.
Henrietta's implied threat in reenacting how a cyborg shot her handler and then herself, because her handler didn't love her.
Henrietta: "How can I kill myself when you're this wonderful, Jose?"
And then there's the moment where Henrietta keeps her promise and shoots Jose. Who shootsher.
Henrietta leaves Rico and Triela in their dorm and comes back a reconditioned zombie.
"Hello roommate, neighbour. I am home."
This series' very premise. Made even worse to Italians because, aside for the technology necessary, that the Italian government would create a special force of girls assassins is believable.
The other part of the premise, a terrorist emergency in Italy, is just as bad, at least for Italians: the Years of Lead are still very much alive in popular memory, and many have lived through them. That is why the premise is believable: after the horror of the Years of Lead, even such a special force would be seen as a Necessary Evil.