The touch startles him a bit but he can tell it is kindly meant and so he gives Loki a small smile in return. He does not really think he has done anything especially kind or worthy of thanks, though.

Maedhros's own steps are probably surprisingly soft for a man his size, unless one is familiar with elves and their peculiarities of course, for he scarcely makes any sound at all. Nor does he leave much of an imprint on the ground either.