Knowing that his men thought that they were 'babysitting' Katherine, Damien should be pissed and if it were any other day, he definitely wouldn't have taken that remark lightly. Who dared to insult his woman?
But because it was one of his protégés, Allen, he let it slide and chose to be amused instead as he was sure that they would be proved wrong when the time comes. How ridiculous to think that Katherine was a charge. Yes, he loves her—and yes, he worries for her—and maybe if it was before, he would probably think of her as one too — all because he just wanted her to be safe. However, it was different now. Learning about her capabilities and skills, he admired and acknowledged them. Therefore, he was determined to treat her as an equal.
Katherine may be vulnerable at times, but Damien knew better than to underestimate her. Treating her like a child who needs protection would only drive her away from him and that was the last thing that he wanted to happen.