Relationship Guide 101
Q: How to tease a direct girl like Nanao?
A: Do unintentional (and honest) rizz.
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Case 1:
"The reason you jogged over wasn't because you were going late... It was because you wanted to see me sooner. Isn't that right?"
Rookie mistake. Intentional and too calculated of a tease would only make her too happy that she would tease back with an easy counter and parry.
Case 2:
"(Holds her arm) Let's go. There are a lot of people in Tokyo. It would be dangerous if we got separated."
"Are you even aware of the fact that you are cute?"
NOW THIS IS THE PLAY! He was not doing it to intentionally tease, he was doing it because he simply wanted to state simple facts that Nanao is cute! Even a direct girl like Nanao wouldn't be able to counter that!
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Ah, my boy. You disappointed me a bit on the first part, but you delivered a critical strike with your honesty. Ah, good stuff.