Anakin was content to let Obi-Wan talk. He was, after all, well known for his ability to do just that - talk and keep everyone focused and calm. Anakin himself was paying close strength to Obi-Wan, to his body language, to the whispered emotions and impressions from the Force, reacting so immediately to his former Master's cues that they often appeared to act as one. So even with the attention he was paying his double, it was more than half on Obi-Wan and his men. "I like to think we are a force to be reckened with." So yes, Anakin was at least aware they could be terrifying.

But the 'Stabby Cop' comment got a huff, not quite a laugh but close. He didn't see the need to go for his lightsaber, not yet.