It’s just for saving face. You know between pirates, guards, thieves, and other rough-and-tumble folks it pays to keep up a fierce appearance. The guard looks offended because he’s suppose to look like he’s not going to accept your bribe and would totally kick your ass if given the chance, something he’s probably thinking about as he takes your money and walking away. Plus I’m the off chance you do end up doing something that really would warrant the guards attention like murdering a dude or burning down a building, he can say that he was doing his job and planned to fight you if it comes to it. While still pocketing you’re hush money.