"I fought in the peninsula," Strange explains. "I too am used to fighting under pressure and performing the impossible."

Just not as much as Tyki has. And not as fast as Tyki is (though Strange doesn't know this just yet). Still, Strange knows that given the chance, he could put up a hell of a fight. Or, at least, poof into smoke form until he's able to buy enough time to fire off a spell.

Though at Tyki's last statement, Strange doesn't feel the need to say anything. He's threatened the man already. It should be obvious to Tyki that yes, Arabella means that much to him and yes, he's willing to do some damn drastic actions in order to keep her safe.