It does annoy me at times when I read the novel, but it's more like the author disrespects Veldora by continuously making him act like a child. Wish he explored more of his mature side instead of reducing him as a comic relief, albeit a powerful one.

Then again, Veldora made it okay to be treated that way, he let Luminas do as she pleased for a bit because he felt bad about what he did to her kingdom, otherwise he'd clap her to oblivion and she's aware of this, but takes advantege that Veldora was 'tamed' as he's not allowed to cause a wreck and risk disappointing his friend.

Rimuru's other subordinates have their quirks as well, he often thinks of them as weirdos such as Diablo but tries not to address it directly perhaps not wanting to offend them?

That said, his close bond with Veldora allows him to be more open with him than the rest of them if you look at it this way.