I know. [His tone is soft, understanding -- though it's because he thinks that is how she is, that she'd never endanger anyone if she can help it, without looking at their status in the world. She's a good person like that.] But it ain't without reason, here.
[It never is. You never know what could happen; except for the possibility of her hurting him. That is one he doesn't believe is even on the possibility scale.]
Just most threats? Well, seems I gotta brush up my skills. [It's obvious he's joking, trying to dissolve the tension.]