I think shock (not the medical kind, just general) and a lifetime of having a completely warped sense of danger and consequence played roles in his response. Like that video internet monarchists fawn over of the attempted assassination of whichever king of terf island: He doesn't not flinch because he's made of holier stuff than us peons, he doesn't flinch because everything in his life has conspired to fuck his sense of how killable he is.