Well, he knows what that look is supposed to do, but he's not intimidated by much. His boss. His Nana. That's...that's pretty much it. A marine has nothing on them.

"So a no on the cigarette then. Good, out of all the phallic shaped things to try deepthroating and accidentally swallow, that's really not a smart one. So what's wrong with you then? Or are you always just full of hot air?"

Look, this is him being concerned enough to ask. He's just got to deliver it in the most irreverent way possible.