He didn't need to be told how to do his job. He already knew how to do it, he knew it and he didn't need advice, much less correction. Levi was a soldier, it was certainly not a secret. And now he's paired with a "brilliant" detective to investigate a case that even the military couldn't solve. Levi had already done several favors like this, alone.
But the routine had changed thanks to his partner, who did things his way. Levi was not there to play detective, rather it was to guarantee protection in case someone wanted to attack his partner, but it was inevitable that he would not help solve the case.
"Do whatever you want; I'll go check the perimeter."
He lied, using a calm but authoritative tone. He left his partner to separate and investigate on his own, looking for more clues.