] I read it as Henry almost acknowledging his intentions towards Catherine, and Eleanor, knowing (possibly by Henry’s prior confession to her) how much he likes Catherine, is teasing him.

like this: Eleanor's reply is both a teasing acknowledgement of his wanting and intending to get better acquainted with Catherine (or rather that she should be better acquainted with him) but also a slight pulling up - he might make Catherine uncomfortable in the current conversation and needs to be less 'odd' until she is more used to him.