It is true, Castiel has no idea what any of her actions mean. He simply knows he has no aversion to them. He likes them, no matter how strange that notion seems. They are exciting at times, though this is not something he voices aloud. He understands that the relationship between male and female humans is tentative, that words and actions can be mistaken for meaning something they do not. He feels it is best to stay silent on the matter and make further observations - to watch more television and spend more time as a human before he explores any of it further.
"I am also glad it was you," he replies, not knowing what else to say. "You have always sought to guide me. To assist me when I needed it most. I can only hope I can offer you something in return one day."
His hands remain at his sides, his eyes cast ahead as they walk. It seems to be the appropriate thing to do, knowing she is suddenly feeling vulnerable. He is not very good at reading people, but reading Anna is different. He feels he's grown more adept at it, having shared a living space with her. And he knows she dislikes vulnerability as much as he does.