It saddens him that she goes to such trouble to lie to him, not just with her words, but her very tone and expression. But he lets her. He hopes she will someday turn to him first, when she's hurting like this; and she is hurting, he can feel it, tremors in the Force as she battled her emotions. Her soul cries, and it pains him to hear it.

"You didn't wake me, milady," which is the truth...depending on how you view it. He pushes back the sheets and starts to rise from the bed. "But now that I am awake, I think I shall make some tea." He leaves it at that, hoping that she will take up the unspoken invitation for company at some point. If she continues to grieve, he will - gently - confront her about it, but for now he lets her decide how to handle her emotions. If she wants space and solitude, he can give her that.