His waist has large gaps on the side where there's no armor, just the thin black bodyglove he wears under it. So it's very warm and he may twitch at the contact--he's normally getting stabbed if something gets that close to him.

But it passes quickly.

He debates telling her that it's probably warmer right between his legs, but that did not feel appropriate. If she were a brother in need of warmth, he would mention it, but females are complicated.