Nicholas was all for equality and down with the patriarchy and he knew he wasn't really needed to 'save the helpless women' from the big bad men. It was for personal reasons he tended to step in when he wasn't needed or welcome, and intervene. Still, when Lust touched him he couldn't help but feel absolutely thrilled that she was so grateful for his intervention.
"Well I had to do something," he said, blushing.
Wrath had to take another sip to keep from laughing.