I really like the way he didn't get flustered at all, just surprised a bit when she said it. No embarrassment on his part. It's quite clear he only sees her as a friend.
I need a spoiler from the novel readers, is the princess as pure as she seems, or does it later turn out that she's actually manipulative and cunning under that facade?
Well, I think it's only fair that she'd take at least a tiny bit of initiative for once, since so far he's been the one to push things forward, despite her slightly hurting him several times.