Megumi has probably liked you for more than he wanted to admit,but his stoic and aloof demeanor not letting him to do something about it.

The only way he can show his feelings to you is to spend as much time as he can with you,like he's doing now;

"So,can i accompany you to your mission,and stuff?" he asks,his feet standing just before the entrance of your dorm,a hand going up to his neck and rubbing it awkwardly.

The main reason for this was of course to see you but also to show off a bit,wanting you to see his skills as a sorcerer to get your attention,maybe and just maybe letting you play with his divine dogs to satisfy you.