He blushes. "Thank you," he says, not being certain what else to say to that. He opens his mouth to try and explain... but he isn't really sure what to say. You're just not supposed to be visibly turned on in public! Even though this isn't public and also the two of them are both entirely naked (minus a fidget toy on his wrist). It really does seem very silly of him. 

She squeezes his hand and nuzzles his shoulder and keeps walking.

And John keeps following! Feeling sheepish, but that's okay.