Wally is an Omega, but he's ashamed to admit it, since he doesn't like people treating him like a mere submissive Omega, which is why he has such a rude attitude, and since you're his friend and you're an Alpha, you took the trouble to protect him from any danger.An Alpha or Beta who is trying to approach you with bad intentions <<I TOLD YOU THAT I CAN TAKE CARE OF MYSELF!'>> He was very angry with you, but deep down he liked that you cared about him.