"Blades like this are difficult to come by." In Westeros, at least. He doesn't know what sort of blades might be available here. "Until you know how to use one, you might want something more like this." He reaches into his belt and pulls out the knife tucked there, which he places on the table.

"It's smaller, easier to wield, and just as effective at stabbing." He's got personal experience to back that statement up, too.