-- No gift is more precious than trust.
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Most of what The Clone Wars has dealt with up to this point in regards to the relationship between Anakin and Ahsoka has focused on how Anakin allows his relationship to get in the way of doing his job. Much of the relationship is there to demonstrate how Anakin's attachment issues affect his ability to live up to the Jedi code and show his slow slide to the Dark Side (rather than the sudden shift as it appears in Revenge of the Sith).
However, this episode uses Anakin's issues with attachment to show where the Jedi code is itself weak and how other Jedi could perhaps do well to be more like Anakin.
"Weapons Factory" features Luminara Unduli and her apprentice, Bariss Offee. Bariss and Ahsoka get sent on a mission together. Anakin... well, Anakin frets and doesn't want Ahsoka to go. Anakin and Ahsoka are having issues, just in general, over whether Anakin trusts Ahsoka or not. However, when the apprentices get into trouble, it's Anakin who has faith in his apprentice while Luminara, basically, writes her apprentice off with "if it's her time..."
What we see in the episode is one Jedi, one who strictly follows the code and has no sense of attachment to her apprentice other than her duty to train her, who feels no compulsion to try and save her apprentice and, thus, would have left Bariss and Ahsoka to die if it had been up to her, and one Jedi who has difficulty (unknowingly) with some aspects of the code, specifically in his tendency to form attachments, who is unwilling to give up on his apprentice until he has proof that she's dead. It this attachment that Anakin has with Ahsoka that leads Anakin and Luminara to rescue the two apprentices.
It's also a demonstration of Anakin's trust in Ahsoka's abilities. He believes that she is still alive because he believes in her capacity. Luminara immediately decides that Bariss has failed.
The episode provides an interesting contrast between the two styles and shows, at least from the standpoint of our own sensibilities, that the Jedi have a thing or two they can learn from Anakin and how to invest in those around them.