Thor anticipates a perplexed reaction from Steve, given that he doesn't often wander around swatting people willy nilly. He's fully prepared to politely explain the presence of the bug, but before he can wipe the remainder of it off onto his pants, Steve is grabbing onto him for what seems to be dear life.

A brow arches slowly as an initial response to Steve's question, before Steve speaks. "Not I." As if Steve really thought Thor bit him. "It was a mere gnat, it flew in from behind us." Thor severely doubts it was dangerous, and if it was, he still doubts it could cripple Steve. He's never known Steve to overreact, even if he quite possibly isn't the one he's familiar with, so he'll at least brace a little better to support the other man.

"I do not believe it to be venomous, but I can check the wound."