"I.. Well, maybe some people think it's fun..?"

Frederick sure seemed to enjoy himself taking care of absolutely everything for Inigo's dad, so it's not even the weirdest suggestion for him to make!

But then again, Inigo himself definitely wouldn't belong in that category.

"But.. erm, I don't mean to sound arrogant," which sure is a sign that Inigo is being honest, since otherwise he would have milked that fake bravado for all its worth, "but I think I'll be alright even without your protection. Aren't we all protecting each other on the train anyway?"