She does, actually, although it's currently being held behing her back, in case she decides to give Heiji the drubbings. At his own introduction, she tilts her head a little and gives a smile, saying, "I'm Terezi Pyrope, future enforcer of the LAW! We should work together to root out the criminals who have forced us here and have only nefarious plots in mind...and then punish them!"

She points dramatically with a wink and a grin. "Makes sense, doesn't it? We just need evidence and clues to point us in the right direction!"