Imagine being there for Tyrion when people insult him.
No one had ever been there to comfort Tyrion when people mocked him for his height. No one had ever been there to defend him. So when you did just that he was shocked. He was shocked that you were defending him, and he was shocked when you comforted him. It also confused him slightly. But he was grateful. Extremely grateful too. And he admired you even more.