There is definite tension under Zerxus hand, but Steve doesn't attempt to shake it off. He knows why he's being held onto and will accept that. He might even be as much grateful for the extra layer of restraint, as he is annoyed by it.

There's definitely a look about it, though.

He keeps walking once released, heading toward the wardrobe.

"It's fine." It is not fine, nothing here is fine, but - "You don't need to apologize for him. He is what he is."