Rey can't help but be impressed; the technology for personal shields had been lost or guarded such that it never made it to anything useable for her side of the war. Probably not for the First Order, either, else Snoke wouldn't have died the way he had.

"So long as you're not planning on testing it by having people shoot you, I imagine it'll make you even harder to kill."

She says it with more than a bit of humor, since that's how she's decided she's dealing with this entire Vader situation. If she can't be vaguely amused by her circumstances she's going to lie down on the floor and cry about them, and that seems unproductive at best.