Honestly, she would appreciate his caution later, once she was able to think back on the situation, but that appreciation didn't, and wouldn't, make the whole thing better. For Sasha had been rejected at her most open and vulnerable--even if that rejection was the right thing for both of them. She would feel a shame for causing the entire situation in the first place that would equal her gratitude for his chivalry.
"I said it's fine," she repeated, though of course she didn't sound like it was. That wasn't really his fault, though, and didn't have much to do with Nikolai himself. She didn't necessarily mean to huff and be passive aggressive as she leaned against him; on the contrary, she was fighting the part of her that wanted to simply send him away so she could go to sleep. That would have been her response were she completely sober. But there was still enough alcohol left in her to make her want to keep his warmth and his smell wrapped around her. Despite the rejection, he still felt safe. That was a feeling Sasha had had too little of in the last seven years.
"Thank you for bringing me back here." Because thank you was easier than I'm sorry.