The rage doesn't scare Finnick; he's been around lots of angry people in his time. Victors are a murderous bunch by definition (except for Peeta, of course), and that's mainly who he was close to in his world. And it's touching, that Levi feels so strongly about the injustices of his world and wants to protect him from it all. His terrifying threat is sweet, in a way. But... Levi is seething. He can't tell anymore if the steam is coming from the warm water or from Levi or both. Finnick tries to think of the best way to de-escalate him without invalidating the sentiment of what he's trying to say. He speaks gently, but with intention.

"Levi... No one is going to use me like that here. No one is coming for me from my world." For better or worse. His loved ones aren't coming, but nor are his enemies.

"But I promise if they do, you can kill them however you want."

He rubs his back soothingly, kisses his forehead. If they were in town, he'd suggest they smash bottles- something he's done with both Eren and Nina to vent off their rage in a harmless way. But there are no bottles here. So, half-jokingly, he mutters:

"You wanna go punch a tree or something?"