Hades doesn't deign that question an answer, albeit his expression paired with his silence speak quite vocally for themselves. 'Companionship' is a term that means as little to him as 'friendship' or 'loneliness' do. They are things that happen to others, others whose life is a lot more short and frail than his. In Hades' way of existing they simply make no sense when related to himself, which in turn causes him to repeatedly lose his proverbial balance when somebody tries to treat him like one of them.

It's not that he doesn't appreciate it, he simply does not understand it.

Starting to walk, the god opts to belatedly reply to Steve's first comment. "I know. I would consider it quite terrible if I were." It doesn't take them long to find another kishin egg once they get close to the woods. "You ought not to desire it either if you are wise."