"I'm not being a martyr. Calliope cares." She didn't love him, no, but then he couldn't say that he loved her, either. But he felt that she did at least care. He couldn't respond to the rest of it, because sacrificing himself wasn't something he consciously decided to do; it was just who he WAS. If Anne didn't know that by now, then she didn't really know him at all.
He didn't look at her, though he could feel her eyes on him.