Gambit had been dragged along. He'd brought his gloves, stuck into his pocket, to give to Sabo to help dampen those powers. And he might just give them to him, if he'd stop being such a jerk. Was the Cajun being petulant? Of course he was! The thief was offended that his friend might think he was a thief!
Don't try to follow his logic, it was impossible.
So he stood behind Harry, arms crossed and angry. He kept his mouth shut at Harry's demand. For now.