He's trusting you. He's worked out that he doesn't get hurt following your instructions. Tough call for a native breed, but once you have that your partnership will grow.
A bit random but made me think of this thread. My pony lives out in a nice little herd of geldings, they all get on pretty well and all mutually groom etc. Blue and one other in the field both get a bit sweet itchy in the summer, and in particular get itchy tails. The other evening, I watched these two mutually groom each other's tails, which I've never really seen horses do. When he grooms with the other horses, he does it on the neck/back like normal- so these two ponies have figured out they are both itchy in the same place, and adapted their behaviour to each other!
Also, this isn't really unusual, but his sense of direction really amazes me- I still get a bit confused about some of the paths in the woods we ride in. Fortunately, he always knows the way home (not in a nappy way, just if I give him a loose rein, he will pick the right way to go- he will also turn away from home at our standard turnings).