Kazuma looks at Megumin just breaking character.
It reminds him of that one friend he always used to play with.
She was very confident in introducing herself and she was very cute when she threatened him sometimes, but it was all fun and games back then.
She didn't mean no harm, they had lots of fun together when they were children.
She was very shy in the inside, she only became friends with Kazuma because no one was interested in her crazy Introduction, but not for Kazuma that day.
They would sometimes wait for an apple tree to drop an apple and they would together eat it, but eventually Kazuma's friend has to move to different country due to some problem with the girls family businesses.
Both Kazuma and his friend didn't like the idea of moving out, if the girl were to move out she would never see Kazuma, she won't be able to hang out with her best friend ever again, but unluckily Kazuma's best friend left Japan, leading Kazuma to a lonely state up until now.
Seeing Megumin, makes him miss his friend.
Megumin:
"U-uhm... W-why- are you upset?? D-did I do something rather... wrong...?"
Kazuma looks at Megumin.
"Nah, I'm just looking at your body to see if you're capable."
Megumin:
"C-capable?? Of course I am capable! I can do anything! As long as it's the matter of explosions!"
Ahh, just like Kazuma rememebers, his friend is pretty dumb sometimes, but that was the best part of his childhood.
Just doing something dumb because it makes them happy and memorable.
But sometimes Kazuma is mad at his ex best friend, so he's going to take that frustration out on Megumin.