[Mostly, he's relieved that it works. While this place might not be on the same scale as Duplicity, it can still be dangerous, and leaving Gwenhwyfar without the full breadth of her senses would've worried him, a little.

He's also surprised at the hug, which really goes to show he hasn't been paying attention to how affectionate she can be, mostly because he tends to get in his own head about those sorts of things, assuming that people aren't going to be inclined to touch him. Especially not when Gwenhwyfar was terrified of him, a few moments ago.

Still, he wraps his arms around her in turn, gives her a gentle squeeze.]

Don't go telling anyone, hm? I don't want people knocking on my door thinking I'll help 'em with whatever nonsense they've got going on.

[He'll help her, obviously. But he's selective about the effort he puts into things.]