[Cordelia is the person he's most open with in the universe after Miles (which at this point is a drastically unfair comparison, Miles so outstrips everyone else). It's hard for him to completely abandon that, and in any case, he wouldn't want to. It just being the two of them alone goes a long way for him.

His smile widens just a little.] It did. And you were always careful to puncture my bubble if the Imperialness started going to my head, don't worry. [Clearly he harbors no ill feelings about that.]