If things were different, he might grab her to keep her from leaving, but he's learned enough of the attention physical confrontation can bring from his first month here. Here's learned worse of what happens once the Peacekeepers actually take you into custody.

Still, it doesn't stop him from turning to stalk after her, glowering still.

"Fine, just brush off anything that your benighted little mind can't comprehend as the ravings of the terminally stupid. That's going to get you far in a place full like this. It's not real if you don't understand, right? Just ignore the alien telling you relevant facts about his life, just insult the information I've so graciously doled out, and never once are you going to be the one with bitten glutes."

Normally he wouldn't even care to defend the whole god thing. It's a technicality if anything, particularly when he never hit god tier, let alone got to enter the universe they made. And he only helped Kanaya in her duty, and that he fucked up big time. But it's the principal of the matter, namely that Phi's annoying him and he wants to win, because he's mature.