Greed's used to Kimbley, even if he doesn't trust him. The lack of a thank you is expected. He'd be more alarmed by the alchemist thanking him, truthfully. He's cold, but stubborn. He won't say anything until his body temperature has dropped significantly.

Not that Kimbley needs to know about that.

He shivers despite himself. "There must be something around here. Just 'cause we can't see shelter doesn't mean it's not around, right?" The homunculus keeps moving. It's about the only way he knows to keep them both alive; if they stop to sit in the snow, they'll just freeze to death.