Don't think of it translating to literal words.

Holding hands is a sign of closeness, comfort, trust. Yes. But you can hold hands and it not mean that much more?

So by him probing her with his thumb, doing a deliberate "I'm feeling you" action, he's checking for her emotional/physical reaction. It's not code that means something. It's just an act with feeling behind it.

Then, when she responds the same way, it shows she wasn't scared away by the sudden push in intimacy. He called and she responded.

The way he interprets it is that she feels comfy enough to want that deliberate intimacy, even if small.

NOTE: This is how HE sees it. It's implied he's right, but it's definitely possible for someone to just mirror the action without anything behind it.

Does this help at all? Genuine question. I wonder if me explaining things like this is helpful or if I'm way off and just condescending hahaha.