He doesn't even know what he's going to say when he makes the demand, but the sight of Connor's shadow melting away definitely has an impact. Where Sophie stormed right in because she couldn't be hurt, Connor is saying that he trusts he won't. Pyro is free to do what he will without any retaliation in return.

That's when the rest of the fire evaporates, almost before Pyro - John? - realizes he's done it. Slowly, he moves closer to Connor, and it starts to dawn on him at last that he lost every single stitch of clothing in that house fire. He sure is bare-ass naked right now. The only indication he gives is a twitching of his arms and hands, like he wants to cover himself but isn't sure where to start.

"This won't be the last time," he says, with no threat or warning in his voice. It's just a simple statement of truth. "You really see who I am, all of it? That means you know it already. You don't just get to put this side away 'cause it might cause trouble."