She actually likes his defiance... "finally," she says, "a knight who's worth the effort."
My point also, because Mab may like Harry's spirit, she doesn't want any crap from him, especially in public. Because it is
a mixed message she is sending him. On one hand, Harry is right, the last thing she wants or needs is a mediocre Knight, she wants one that can use his own head when needed even if it isn't exactly what she ordered. On the other hand neither Winter Mantle Mab nor human Mab can afford a openly defiant Knight because that would reveal weakness, something she dare not show.
When she says finally a knight worth the effort, she usually is speaking to herself or just to Harry.