There's a hunted-animal about Costigan that Reid recognized pretty much straight off the bat because he's seen it so often in his line of work. It wasn't difficult to side-step into the consideration and confirmation that he was an undercover cop, and that? Sorry, that right there pretty much pinged all his protective teambro urges.

Reid is very 'beta male' by nature but he will absolutely hold his ground when and where he feels it needs to be held. He doesn't let people run over him and he's not about to take any shit from Billy, but he will help him as much as he can and in as many ways as possible because Reid looks out for his own and even just knowing what he does about what Billy's been through by body language and the psychological profile he's building of him... yeah. Reid's going to be patient and stern with him, but he will be there whenever he can.

Basically: they are going to be bros and this is a thing and I want it like you cannot believe.