Conner simply ignored the man. This was probably some petty attempt at revenge after Conner rebuked his flirting attempts at the library. But as Conner is immortal. Giving in to such petty taunting, especially taunting from his food, is beneath him.
As for Velma... well... the normally stoic kindred gave her just a simple eyebrow raise. Wondering if she knew exactly what she was doing... and who she was doing it too.
Conner takes the keys and puts them back in his pocket.