Mmmm, good question. I guess just the fact that he was American rather than Russian. That and his standing up to trained army soldiers firing on him - I know his mutation could protect him but he didn't show any sign of fear. It's the whole 'I've never been attacked by trained killers before, but I'm not even going to flinch' thing, a Die Hard John McLane courage that, while entertaining, seems to inhabit a lot of American cinematic heroes. Even if I was in a tank coming under fire I'd probably be anxious and scared, especially if I'd never been in such a conflict before.
But then, I'm not a mutant. I don't even have a tank.