Her question hits him, and he wants to deny it immediately. Of course he's not afraid of people- he's a weapon, for crying out loud. Not that he's exactly eager to do so, but if he wanted, he could full just about anyone with lead before they even realize what's going on. Why would he be afraid of people when he can be such a danger to them?

He's not. He's not afraid of people. He's just... rightfully wary, knowing what they can do. Knowing what they have done.

Knowing what he can do.

"Of course not," he says, perhaps a little too late, "but being cautious can't hurt." He looks at her. "That's why I'm worried about you handling a gun, or going to Tartarus. It's just being cautious- and that's a good thing, wouldn't you agree?"

It's probably not a subtle of a topic change as he thinks it is.