He doesn't say the joke that immediately pops to mind (that he, at least, isn't a morally shady character who habitually gets killed at the end of movies). So instead he says, head ducked so he's talking low and in her ear "Remind me to track Rickman's location."

Because otherwise Rickman would be the one running brushing his right hand over her waist and kissing her. And that would be sad.

(It's 6:15.)