Thorin had put his arm there for a reason, so he was perfectly fine with the way Bilbo rested against him. Honestly, something about it just felt right and he was glad now more than ever that they were both in Madison. He certainly didn't want to even imagine the idea of being stuck here without Bilbo. He was very certain that it would be a very lonely life indeed, so he was grateful to whomever was behind this place for not condemning him to that.
Bilbo's words did make the Dwarf blush slightly, but he didn't mind it as much as he would have with someone else. That was mainly because he knew that Bilbo wouldn't give him grief for it the way others might have.
"I feel the same way" he replied, nodding his head slightly as he spoke. "You make me feel like I am home, no matter where we are" he added, showing that he too shared that sentiment.