Well, I know the Japanese to be "considerate" of others. However, I think he's just a gentlemen who helps a damsel in distress. I pretty much would have done the same.
What to do, what to do. Well, thank him for being so kind and considerate. I think that is the best way to go. But not out in the open. You may embarrass him by doing that
Sounds like a nice guy btw ^^, maybe he has an eye on you?
We few, we happy few, we band of brothers;
For he to-day that sheds his blood with me
Shall be my brother; be he ne'er so vile,
This day shall gentle his condition:
And gentlemen in England now a-bed
Shall think themselves accursed they were not here,
And hold their manhoods cheap whiles any speaks
That fought with us upon Saint Crispin's day.
Henry V, St. Crispin Day speech