Besides asking James to make a pledge of allegiance, Gao Yang also wanted to see his capabilities.
In broad daylight, kidnapping a famous host without anyone noticing — Yake and Number Thirteen could manage that quite easily. But this task surely isn't easy.
For James, he's a soldier. Tough tasks are okay, but tasks that require more skill — Gao Yang thought James might not be able to handle those.
If James refused, Gao Yang wouldn't be surprised. There's no need to force oneself in such matters; do it if you can, don't do it if you can't. Don't agree easily and end up botching it, as that would ruin everything.
After thinking for a moment, James looked up at Gao Yang and said, "Alright, I'll handle it."
Gao Yang nodded with a smile and asked, "Do you need help?"
James thought for a bit, then said in a low voice, "You guys just watch as spectators."