The Soldier knows exactly one (1) thing about friends, and it's that they'll let you hit them in the face a lot rather than hurt you. Once the mission is complete, anyway.

But he does know about protecting, it's probably the deepest imperative in his programming. Pre-HYDRA and everything. And he's already deciding he's not letting anything hurt this weird, enthusiastic, apologetic dame. She's just. Earnest. And nice. And he can't even remember anyone being nice to him pretty much ever, except for "mom" and she was creepy more than endearing. Even the stupid Target wasn't exactly nice.

It takes him a minute to properly process her babble, recognize that she's actually serious, blinking a couple times. Then he says, kind of quietly, "Okay." Then, after a pause and a shift of his feet, he adds, "Thank you."