Nick's first reaction was to pull the pistol from his shoulder holster as he pivoted around, pointing it at the intruder in his house then immediately dropping it when he saw it was Jessica. He didn't even apologize- this happened pretty much every time she showed up unannounced, it was one of the professional hazards that came with dating Nick Fury. Anyway, he wasn't in the mood to apologize regardless and to her remark and question he just shrugged and said simply, "Telemarketer." Which should have been explanation enough.
"You want something?" he asked, gesturing to the bar where he was pouring out a very liberal helping of whiskey into a glass.