He's calmed by both of their reassurance but more than that he is calmed by their dramatics. It's... fun. Their teasing is reassurance in itself, they don't act afraid of him, they don't treat him like he is their only hope.

To them he is neither, he is just a person. It's a strange feeling and a luxury probably doesn't deserve.

But that doesn't stop the smile as he serves the shuttlecock back over to where Tidus is.