He doesn't let go at first. Instead he takes a moment to read her emotions, searching to see if he can figure out what's bothering her. The embarrassment he picks up only confuses him further. He wants to press a little further, to see if he can find the root of the embarrassment, but he doesn't. That wouldn't be fair to her. But the way she talks, he feels he should have felt something from her. What had he missed?

He slowly releases her arm.

"If you won't tell me what the problem is, I can't fix it. But if you'd rather not say and you don't want this to happen again, then I really do strongly suggest you order me not to act without your signal. I'm not human. I have instincts I can't always control without my master's guidance."