Felix himself is particularly tactile for Tamriel, but he's used to there being strict rules about what's allowed within different relationships. He's not used to people being as wary as Amelia is, but he takes the message that she doesn't consider him close enough for that, and adjusts accordingly.

He may be able to coax more out of her later, but trust needs to be earned.

"Well, that's simple enough. I'm sure you can imagine how many locks we have around our barracks and forts. Somebody needs to test them... or at least work out better ways of defending them." That answer is smooth and easy and really incomplete.