He nods in understanding. "It's hard not to worry. Even if they're capable... if something happens... they don't have your help."

Not like he has personal experience with his friends being spread to the corners of the continent and dying alone or anything. (And he fought the Blights himself. He knows, that if only he'd been there...)

When he says this, the manner isn't confused, just imploring. It's an opening for Valdis to talk and vent as she pleases when he asks, "Who is Max?"