I think Snape telling Harry to have his wand out was so that he could defend himself if he felt it was necessary. I distinctly remember Harry casting a shield charm at one point which threw Snape out of his mind.
It has been a long time since I've read the books, so I might be getting movie and book canon confused. :)
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It has been a long time since I've read the books, so I might be getting movie and book canon confused. :)