LOL I'm sure he grumbles about it, but good-naturedly because he's kind of come to terms with the fact that yeah, vampire powers.
Nelson's pretty difficult to scare anyway, buuuut also not always the easiest to get to know himself, because he tends to deflect. Also, he probably feels some sympathy, wanted or unwanted, for her with a power like disintegration? Like it's bad enough to have wings and drink blood, but that's all pretty much surface.