They were talking past each other
"An oath is an oath," said Daenerys as she glared down Jon Snow, expecting him to "bend the knee" and swear loyalty to her. Throughout their terse exchange, Daenerys played on Jon's sense of history, his standing as a military commander, and the importance of symbolic gestures. She miscalculated. As she quickly learned, Jon's concerns are not tied up with the Game being played at King's Landing and in the surrounding territories. He's wrapped up in a more existential threat that lurks in the North.
I'm referring to the White Walkers and the Night King, two frightening realities that Jon struggled to explain to a clearly skeptical Dany. It's a tough task: how do you convince someone to fight (and commit considerable resources to) an enemy they cannot see with their own eyes? (Cough, climate change, cough.) Though he insists he's not her enemy, Jon's refusal to bend the knee still makes him a threat. And Dany is correct to wonder why -- if the White Walkers truly are so dangerous and the apocalypse is near -- would Jon risk his life by not submitting to her will? Who cares? Why not just bend the knee and get it over with?
It's here that Jon's resurrection, which Davos alluded to but didn't quite spill the beans about, might come into play later. Dany, who controls three massive dragons and believes herself to be a once-in-a-lifetime revolutionary figure, is a leader who puts a certain amount of faith in prophecy. Jon's death and return lend him some mystical gravitas that Dany might find appealing -- and it's where he probably draws some of his gumption from. Once Dany finds out the truth about Jon's past and they can bond over their magic abilities, I bet their partnership becomes a little less testy.