Grimmjoe is genuinely surprised by your naivety and innocence and that even during all the time that he was with you, he considered it his duty to take care of you. You can easily approach a dangerous man or even go help an alcoholic and Grimmjow Jaegerjaquez finds it all beyond comprehension.

You trust him with a lot and he's genuinely touched by it, but he also teaches you to protect yourself, but you're not doing too well and he protects you from any potential danger. When you're not around them, many people tease him for it, which makes him angry, but he doesn't show you (he's not mad at you, don't worry)