It would be quite wrong to call Winterbourne's thoughts here (or anywhere else) evil, and even to regard them as particularly negative seems somewhat severe. What Henry James is really showing is the difference in temperament and personality between Winterbourne and Daisy. In particular, he illustrates the degree to which Winterbourne generally misunderstands her, as well as how he seems to find her forwardness and youthful energy rather taxing. (Winterbourne is only twenty-seven himself, but the reader is apt to forget this, as he always seems so much older.)
All that has happened is that Winterbourne has just announced his intention of returning to Geneva the following day. Daisy pretends to assume that there must be some beautiful woman who has captivated Winterbourne and lured him away to Geneva, refusing to allow him a moment longer in Chillon with her (hence the reference to Winterbourne denying "the existence of such a person"). Winterbourne is entirely unused to women talking to him in this way and does not know what to make of it—whether to think that Daisy is being childishly frank or assuming a knowing air unbecoming to a woman of her class and station. Perhaps the best description of Winterbourne's thoughts about Daisy would be "bewildered" or "mildly shocked, but still intrigued"—which is to say, only slightly negative.