There are words that cause Cade's defenses to slam up around him, and 'hot' and 'erotic' are both on that list. He recoils, physically moving himself farther away from Zevran, although he remains seated. Although there is fear in this, there is also a defensive outrage, as if to say I trusted you. Things like eroticism are for... other people, and to have someone-- a man, no less-- openly state that this is the endgame makes Cade's skin crawl.
It's not that he isn't tempted by the rest of it: by the understanding, the empathy, the awareness of what must be done. The potential of having someone... a friend..? who might care how he ends up.
But all through that lens? He can't stomach it. The outrage shifts just as rapidly to distress as he looks toward the far door, mind reeling with what he perceives as a betrayal.