Seeing her loosing it. It just makes him sadder. He knows how much her twin haunted her after that experiment, still haunts her, and her she was having to relive that. Again. This fucking place, it just couldn't leave them alone. He hated that, he hated seeing what it did to Feferi. He holds her closer as well. Focusing on the situation because one of them has to.

"We're fucked." Wow that was. Not what he had meant to say. He'd wanted to say it was okay. What the hell had that been. "No I mean. Look, we.. we need to stay calm."

He takes her sentence cut off to mean she knew something she couldn't talk about. Who knew who was listening to their conversation. FF probably had a better idea than him about what she could and couldn't say, so he doesn't press her for information.