Joshua has no reaction to the smile, but he does appreciate she doesn't try to defend the blonde. Stephanie has issues, and she won't bother to overcome them. What else is there to say, when it's so obvious?

"It's rude to show up at a girl's door empty-handed." He quotes, but again, he wouldn't have done it if he hadn't wanted to. "Besides, I heard you went looking for me. At least that's what she said, though I hope you didn't because that wouldn't have been smart."

Really, he's just thanking her for appeasing Lucrezia and keeping her out of trouble, rather than actually seeking him out.