Yeah, it confused Alastor at first, too XD But he's learning this whole trust thing and coming to accept the fact that yes, people here are just naturally helpful. Though he's still waiting for someone to react to finding out he's a demon by screaming or reaching for a weapon...

And Alastor is glad Vergil will appreciate it. One of the things he hates the most is being taken for granted, so he likes to at the very least be thanked when he does something he isn't obligated to.

(I might already have a mental image of the swords, actually...)