His staff has stayed on his back; despite how it's singed, it's still a useful tool that he wants on hand. Where there's red templars, there's headaches.

"He'll give it back, after?" It's clear that the mabari is being careful with it. Anders just feels a need to keep the nug. He'd killed another innocent after he'd promised himself he wouldn't, because it had been needed. The toy is a tangible reminder of how he needs to do better.