She doesn't tell him he's wrong. She doesn't tell him he's wrong, that people care about him, that he should trust them. Those are no longer concepts she believes in. The uncomfortable feeling that Cloud is there, that she still has Mama, that she might be able to trust the shitennou (sometimes) takes a backseat to that lack of trust.

Instead, she simply walks with him. No words about being his friend, no words about staying by his side, no words about always being there. But right now, she is.

"Why do you say so?" It's not an argument, far from it. It's... curiosity.