The worry her family feels is understandable, but he's surprised at the last thing she says. "Me? Why?" He would assume because he's a Jedi, but it's clear from the way Padmé says it that it's not just a Jedi in general, but him specifically that they're grateful to. As far as he's aware, the only way they would know of him would be after the blockade; but even then, he had been a Padawan, not the leader, and Padmé herself had solved the blockade, while he and Qui-Gon... while they had been fighting their own battle.