It wasn't that he thought Rogue couldn't take care of herself, it was that he knew she'd put herself in danger for others. He'd hoped that the mansion full of people that need protecting would have proved a big enough anchor to keep her from running off, but they both knew better than that.
"...My face ain't bony," he said finally, taking the bag from her and going to set it on his bed, "An how'd you even know that's where I'd be? You coulda got yourself killed while I was sunnin' on a beach in Cuba or somethin'."