Another grin, but it's short lived. He wants to remind her that she's only been a victor a fraction as long as he has, and that being able to stop pretending is the real luxury here. He's not even sure he'll be able to stop if he's ever really safe enough to do so, but maybe that makes her stronger than him. Maybe it's not that he's a better actor than her, maybe it's that he's too weak to hold on to who he is in the face of the Capitol.

Either way, being himself means relaxing, and there's no way in hell he's going to be able to do that here while Annie's fate is up in the air at home. If he stops acting like the victor he is back home, the only alternative is to break down again. So he's going to focus on the task at hand.

"Well, until the war's over, you're still the Mockingjay and I still have to make sure you stay alive. And I don't plan on taking any chances."

This time, he smiles as if to say he doesn't care how annoyed she is. He's going to be keeping a close watch on her and she's going to deal with it.