"He doesn't have one already? Hm. You're going to make me think." Jim was sure he could come up with something. Maybe after he got over the awe of the fact that Sherrinford surprised him with a dog.
Because even if he didn't say it, he was impressed. It took a lot to surprise him but for him to like the surprise? This was insanely good. It made him suspicious, just slightly. It's why he asked, "Do you want something in return? Or is this a genuine gift and not a bribe? I want to be sure."