[There's something in his expression that tightens unhappily as she mentions Arendelle, the implication she makes -- that there truly aren't others with powers like hers, that she's alone with it. The thought sits ill with him.
A part of him thinks he should feel flattered, that she's obviously worried about him... but he can't, because the idea of someone worrying for him over her, that any danger he might be in wouldn't be worth it because it's her is so ridiculous he's having trouble wrapping his mind around it.]
Nobody's gotta look after me. I can do that myself... an' besides, I'm just a soldier, Elsa. Anything's worth it as long as you're a'right.