See, he's even fully convinced this is a - relatively speaking - fun surprise, rather than Hickey trying to play some sort of dumb prank on him. But it's the dramatics of it all! The entirely unnecessary dramatics!

"I will make note of that," he says a little dryly, like he's actually remembering this in fact he needs to get Hickey back for something in the future...

.. but he's not really thinking of that now. Instead he's being good, actually going along with this. Not enthusiastically so, but you know, you can only ask so much from Billy! Just the fact he's extending his hand towards the other and closing his eyes means he's going along well enough with it in his book.