There was a hesitation there, albeit a brief one, because Kay wasn't a sentimental creature by any means, though he did understand that humans were.

Which was why he didn't argue, didn't call out the sentimentality, he just said: "Yes, clearly you need someone to keep you out of trouble." Though without any of the usual sharp edges, as close to a gentle ribbing as Cassian was going to get, and in a way, Kay's own version of sentiment.