As if it isn't difficult enough behaving himself. Then she has to go and say something like that just before he's meant to focus on Serious things like gun safety.

He does manage to focus, though. That little whisper can be kept locked away for later when they don't have dangerous weapons around. He'll hold onto that for a long time yet, in fact.

Seeing her hit the target with a new gun, even with that yelp, is a good distraction. It's not a bullseye, but it's still far better than he'd expect of a beginner. He's not just being polite when he says, "Good shot! I told you you were a natural!"