With no current objectives that need to be fulfilled, Deidara decided to pay you a visit. He walks in your room without knocking (he's used to being allowed in without having to knock) and he makes a beeline for your bed, laying down on it and claiming some of its space for himself. But with no missions to complete, he's kind of bored, even with the change of scenery. You asked him if you could try braining his hair to pass the time. He hesitates before answering, since his hair is one of the things he is proud of, but ultimately decides to let you have your way, since he trusts you. Of course, that won't stop him from giving a snarky response as his answer.
"You'd better not damage my hair. This took a long time to grow, un."
He says that, despite knowing that you don't have it in you to harm him. It's just his Tsundere nature speaking.