Rather than humored, Margaery initially looks concerned - politely, if that's possible. Although, perhaps roughhousing is a normal occurrence that she shouldn't be so worried about? She decides to focus the majority of her reaction on what really matters - the precious, lifelong lessons of winning that have inevitably helped Jone get this far! - and smiles.

"And what else do you enjoy doing, other than fighting?" Even if she's been told otherwise, she wants to figure out a way to thank Jone for her help today - she'd be restless in the library right now or giant spider food right about now if it weren't for her. Plus, the future training. While Margaery's not exactly itching to get into a fight, it seems to be inevitable given the rougher environment of this place.