"No." The answer is immediate, and although it isn't snappish, it is incredibly certain. He does not need to be escorted anywhere. He can and will take care of himself.

He resists the urge to justify himself further--this is not his first battle either--and instead reminds himself that Levi had helped when he hadn't had any obligation so, and James appreciates that.

"Thank you, for your assistance, but I will not keep you from continuing your patrol."