He doesn't have to ask 'for what?' That would just be obtuse at this point. It's still sort of hard to know what to say to it though, as valid of a thing as it is to thank someone for. Sans falls silent, with a raspy little laugh.

"...I couldn't just do nothing, Greg," he says, as soberly as he ever gets. "It...wouldn't be right."

He knows that for sure now, with the way that poor kid had been struggling along - and with the way Greg's presence had seemed to bring some small amount of peace to him. If he was ever going to use this for something, it may as well be that.