She has no fear of him, and that annoys him. He can’t keep blackmailing her to keep his secret if she’s not afraid of him. And Heero is the type of operative that likes to control ALL variables of an operation. Relena has just revealed that she is now an uncontrollable wild card that could finish his mission for good. In fact, she is so not afraid of him that she has her eyes closed in front of him even as he has a gun pulled on her! Talk about some serious cojones.
I believe it’s the first time Heero realizes that maybe he doesn’t want to mess with this chick.