As best I can see... Ritsuka(Male) is having nightmares or otherwise doubting that he's necessary to Chaldea since Ritsuka(Female) is there as well, to the point that he's starting to consider himself something other/lesser than 'Ritsuka'/himself. Ritsuka(Female) heard him say such in the last panel here, and is shocked that he's thinking that way (or perhaps is having the same dreams/doubts herself).
That's right...Even though I'm not Ritsuka...Ritsuka-chan.Yes?I was calling for Ritsuka-chan, didn't you hear?ahaha!Are you still half-asleep?You are not needed.