Why did they say "the king is close to me"?
Rashi: He is from my Shevet. Malbim - also, he lives in Yehudah.
Why should Yisrael not be upset?
Malbim: If you are concerned for the king's honor, he pardoned it. 1 If you are concerned for your loss, you did not lose (refer to 19:43:3:2).
A king cannot pardon his honor, even b'Di'eved (Kesuvos 17a)! Malbim said (19) that before David crossed, he was still like a commoner.
What is the meaning of "Im Niseis Nisa Lanu"?
Rashi: This is like "Mas'as" (Bereishis 43:34), a gift from the king's house. Radak - perhaps it is a verb - did I take a gift from the king's house? Or, it is a noun, like "va'Yisa Mas'aos" (Bereishis 43:34). It has the same grammatical form as "Yoshvos Al Mileis" (Shir ha'Shirim 5:12).
Malbim: Are you jealous because the first to come to a meal eats best? We did not eat anything. (You can accompany the king from here and onwards!)