Steve was well aware he was being pest but this was just to wrong for him to let go. Just what was in the briefcase that the other mer was retrieving for humans didn't matter any more, just that he was doing it. And all the warnings about pain being in store for him if he followed only convinced Steve that whoever these humans were, they're not treating the dark haired mer well.

"Well, since you're not explaining anything, I don't see how I could understand. I can be very very stubborn." Stranger or not, Steve wasn't the type to let anything he sees walk willingly into pain and suffering for no reason.