Eric quirks an eyebrow at her as if to say 'oh really'. She's told everyone in the place that she's a fairy. That, back home, would get her killed from multiple sources.
His tone shifts slightly at her question. He straightens his shoulders a bit and watches her. She's not going to like his next words, but Eric, honestly, doesn't like lying to Sookie. It doesn't get him anywhere in the long run and it's a pain in the ass. He'd much rather tell the truth and deal with the consequences.
"You're mine. I will protect what is mine by any means necessary. If that means I wage a battle against the entire prison then I shall do so. It wouldn't be the first battle I've gone into with the odds against me."