He half-shrugs in response to the 'thank you;' he doesn't feel particularly deserving of it. As far as he is concerned, he had failed. Yes, Helen had survived, as had her Sanctuary, but at what cost?

"He has his moments."

He doesn't truly expect her to, and if he's honest, it's probably a wise judgment. His work has a habit of making him blind to everything else, even friendship.