It doesn't surprise him. Jyn already as good as admitted she puts Bodhi above herself. He shrugs, because it's not like anyone's ever chosen him first anyway. He's only here because they need a guide.

"I intend to keep myself alive. It would be a shame if my bailout went to waste and I died anyway."

Which is his way of saying he's putting himself first, regardless of these siblings saving his neck from the noose. "Hamunaptra may very well test that promise of yours."