He almost brings up his left arm to show his Highlander's band out of habit, but stops himself just in time. Instead, he keeps his voice level:

"Actually, it is my business. I'm part of the Seven Titans; I don't want to see any trouble around here, and I'm sure none of my companions want to hear about this, either."

Internally, he's trying to remain calm, to not let his hand sneak up to the hilt of his Brave's Sword - although it's quite visible already, hanging at his side as always. If it comes to it, he can draw it quickly enough, but he's not about to start anything on his own.