"I have nothing," Fenris says, rather frankly. He thought it was self evident. "Save you."

He can harbor the laughter-- there was no malice in it, he thinks. He can weather the empty flattery and jests Astarion trades in. That is who he is, and if Fenris cannot handle it, he has no right being where he is now, or where he was last night.

Someone must believe in Astarion, for he clearly only believes in himself out of dogged spite. Fenris is often that creature. It is good to have a companion, and this is just an indelible sign of it, a ward against doubt.