Kendrix: She does not quite know what to make of Shinji's emotional outburst. She probably does not understand what she did to cause this. That he could be relieved because she is all right doesn't occur to her - in her mindset, she just did her job and there's no point in worrying since she's replacable.
Additional Commentary
EvangelionFan:
Rei: "I was having a perfectly good nap, but you had to come along and wake me up. What are you babbling on about, anyway?"