And then a whole other batch of insecurities rose. Not only was he the Black Sheep, but he was also 'not a threat'? He wasn't man enough? Irate as hell, he didn't even hear how Penny had told him she'd listen to his problems. In his estimation, she just insulted him to his face.
"What do you mean, 'not a threat'? Just because he wrestles dragons like some Neanderthal?"
Tell her his problems? Why? So he can turn around and tell Charlie and confirm how non-threatening and weak he was? Percy staunchly refused to drink her wine, much less speak his mind.