He relaxed a little bit once he realized that Ansem doesn't seem suspicious of him. The pirate with a scarf was still not completely comfortable about talking to him, but at least he's not worrying about the possibility of arrest for the moment.

"I don't think you quite understand. I never go anywhere without them. I'm sure that they are around somewhere," if he started to feel unsure, he didn't show it. He looks around a bit more, as if expecting to see them pop up.