He clenches the shoulder tightly as a sacrifice... tribute... thing, because even if it's one of the less pure and more sickening sorts of pain, why not make it be of use and pleasure to someone instead of just a nuisance? Xellos is nothing if not utilitarian. When he feels like it. And he likes taking things that should please people who hate him, and making people he likes smile with them instead.
"I should probably ask you to," he muses, tilting his head thoughtfully. "Zelas-sama would have. It's really cracking* with me. Will the doing of it be its own thanks, Gaav-dono?" That is to say, is this going to hurt enough to be worth Gaav's while on its own, or is he flirting with a potentially unaffordable open favor?
* A reference to Shabranigdo's egg, which theologians keep proving never existed. Please excuse Xel's ideas about what constitutes good swearing. Long story short, he grew up in a monastery in a city of polite people. An insane, co-ed monastery, but still!