This man may not be able to dress himself, but at least he can comduct himself with dignity and some degree of humanity. Mary lets herself feel slightly reassured. Slightly.

"Lady Mary Crawley, eldest daughter of the Earl of Grantham," Mary returns. It's important, she thinks, for this man to know who he's dealing with. That way, he won't try to cross her. "You may see these." She hands over the keys, slowly. Her eyes don't leave them--those keys are items of value, and she won't let this Lee take them from her.