Carrying another person can be problematic. I've read a few manga recently where someone was complaining about being carried 'princess style', because it's rather embarrassing. Also holding someone like that inherently involves an invasion of conventional personal space. Thus FF's comments about behaving himself while in the air. Even with the way shee's doing it, Clark has to be aware of her pressing against his back. He must make sure not to react to that rudely, or say anything about it... and yet, few young men who are attracted to the opposite gender will be unable to notice it.
Thus the slight nervousness between the two seems very natural to me. I really like the growing rapport they have.
Curiously, this is the way she caught him when he was falling. Yay, consistency!
