Dorian would have to be even more self-absorbed than he actually is (than he is now, anyway) to miss that discomfort. He isn't sure what to do with it. He would think that he is pushing the flirting too far, but not with a response like that.

So he answers, still with that light smile, "Ooh, I'm not certain I should ask more in a public space." Flirting back, and also giving Graham an easy way to avoid getting any deeper into it.