this was the classic girlfriend scene. Guy feels down, girl tries to cheer him up, guy acts like a dick, girl gets mad and cries, guy chases after her or in this case gets cockblocked from chasing after her. Which means there will be a make up scene later on.
Plus all the royals in CG were either in relationships with their Knights or had obvious feelings for eachother. It fits the theme for Lelouch and Kallen to have one. Suzaku is now Nunally's Knight so they will have a thing too.