Nathan had been in a state of panic ever since Sierra cornered him after he stopped that jewel thief. Even when he couldn't remember her the feeling remained that something was terribly wrong and he couldn't put his finger on it.
So when she literally trapped him in his own apartment and it all came rushing back his first instinct was to be defensive. He didn't want to deal with it. He didn't want to deal with any of this!
Yet here he was, telling someone about his powers for the first time in ten years. It was crazy that she actually believed him, let alone was disregarding his warnings about how she shouldn't continue their association.
His heart beat unevenly at the implications. Why did she want to maintain some sort of relationship with him this badly? She didn't like him!