Well, apparently Hydra thinks the Slytherins are all her territory. I can't imagine she'll turn in Remy, he's her cousin after all.

We were drifting apart already. And then after I took the Mark -- he said it just seemed weird. I think I changed in his eyes, even though I'm exactly the same as I always was.

You're right, it's just the sort of thing he'd think was a laugh. Not because he's disloyal, because it would get people riled up.