Okay, he did know what she meant, but...well, he had to at least try and argue his side of the coin. "What's wrong with this, Dagger? I love you, and you love me." He smiled that smile of his, but his tail was lashing faintly in what was probably worry. "Do we really need more than that?"

Yes, he knows the answer. He's just being stubborn. It's a fear thing.