So Pike clearly had discussed with her prior to this what he wants her to do when he's on the bridge.
But based on Numeber One's statement and the first part of Pike's reply, it sounds like his former Yeoman was doing that too. Because apparently she was doing as good of a job as his former male yeoman.
Whatever Pike's instructions were they obviously permitted the delivery of reports at a specific time, even if he was on the bridge. Because he is grateful she brought him the report at 05:00. Perhaps he didn't want to be bothered with more general ship's business while on the bridge.
I see it differently. He would've been fine with his male yeoman being on the bridge, but he preferred for Colt to stay off the bridge. When she explained he'd asked for the report by 0500, that was to justify why she was on the bridge
despite his instruction, why it was necessary to make an exception. Presumably he'd expected to go back to his office or quarters prior to 0500 to receive her report, but he'd lost track of time and had stayed on the bridge until 0500, leaving her no choice but to violate his "stay off the bridge" instruction if she was to fulfill his "get me the report by 0500" order.
So Number One's statement is in her defense -- that because she's replacing Yeoman Cusack (as the Marvel
Early Voyages comic named him), it
should be acceptable for her to perform her duties the same way he did, including delivering reports on the bridge. By pointing out that Colt did nothing wrong, she's implicitly challenging Pike's double standard of giving Colt different instructions because of her gender. Which is why he replies by confessing that she does a good job, and then finds it necessary to justify to Number One why he doesn't want Colt on the bridge despite that.
By the way,
Early Voyages retcons it a bit. In the issue that covers the events of "The Cage" from Colt's POV, it skips the "woman on the bridge" scene and casts Pike's hostility toward Colt more in terms of his resentment at anyone who would replace his good friend Yeoman Cusack. In this context, maybe what Pike really meant was that he couldn't get used to having a yeoman who was so different from Cusack. If he was the kind of man who saw his relationships with men and women in fundamentally different ways, who ascribed a lot of importance to the "brotherly" bond he'd had with Cusack, that could've led him to believe he couldn't have the same kind of bond with Colt.