When anyone tells another person "I want us to be friends.", What they are really saying is (You are NOT "the one"). In other words don't expect me to become emotionally invested in you. I intend to pursue other relationship opportunities. However I do like you and enjoy spending time with you.
Basically it's warning or "stop sign" telling her not to get her hopes up or become attached to him. Naturally if they become "friends with benefits" and she discovers he is also sleeping with other women he can then (remind her) of what he told her.
As for the answer he (expects), I don't think there is anything special he wants to hear beyond "I understand where you are coming from." The ball is in her court as to whether or not she wants to continue to spend time with him. At least she is "informed" from his point of view of how far their relationship will go.