In the beginning it felt like he was proud of his intelligence and his ability to talk her out of eating him, then it seemed like it helped his survivability that she was strong and wanted to keep him around, even if it was as an "emergency food source" it was fine as long as he could continue to convince her not to eat him. After that, the their affection is probably born out of their drawn out prolonged proximity. People get used to being around each other... of course there's definitely some animal possessiveness, too.