That's an order, and the Soldier takes orders. (Most of the time, anyway; sometimes they don't, these days.) They set about cleaning the blood away from the wound without another word, and getting out the needle and thread from the sterile packet in a pocket under their jacket.

It isn't as if they can really talk. The Soldier makes a solo mission outside every day, themselves, to visit Misty and check on a handful of other locations, in addition to the official patrols they do with a partner. But the Soldier heals. Nothing's happened to them yet that required stitches, and between Crowley's attentive (worried) miracles and their own healing factor, nothing has kept them down long enough for it to matter. They don't even have a concept of a situation where their own strength, training, and healing factor wouldn't be enough, but they're aware it still makes them a bit hypocrtical.

That doesn't stop them from worrying about some of the others, going out and taking risks by themselves. Rosinante is even more noticeable than someone like Javert or Kuai. More of a target. (Also, you like him. Well. Yeah. Just making sure you're aware why exactly you're worked up, buddy.)