There's a brief moment where Robert looks a little confused when Don lifts him, but as soon as he's bundled up in the Turtle's arms he just curls gently into his plastron and lets him carry Robert wherever he will.

This happens to be his room, which is nice. He knows the temperature isn't as high as Don would like it to be, though, so he gently presses into the Turtle under the sheets. Maybe it's a good thing he didn't put his shirt back on?