Clearly Squall needs nothing so much as someone to genuinely knock him out of his funk. Because Squall really was in one. Nida, of course, was not that man. He was instead a guy there to facilitate it, in an odd way. Though he does lift his head to consider the thank you. Because he doesn't understand it.

Did he really have that much trust from Squall? Amazing.

"It was pure dumb luck, sir. Right place at the right time. Just... be careful about him. I have no clue how people out that way will regard him if they see him."

Which is also a way of saying 'be fast, who knows how much he has in the way of supplies'.