["Just a soldier". She looks as if she might protest as he says that. He can't seriously believe that's how she thinks of him. That it's how most people in this world think of him.
In the end, she doesn't protest, but she looks away unhappily for a second before she finds a less personal answer:]
I wasn't taught to endanger even soldiers without reason. [How's that, implying that his protecting her is completely pointless?] You know I'm aware you can handle yourself against most threats.
[But against her? Her, who persists in endangering people no matter what she says about that.]