As a collector of information, Theo knew that all knowledge of others could come in handy. He wasn't sure how he'd use this particular information, but surely knowing that Millicent was in bad enough shape to not properly tend to her daughter (as that was what Pansy was implying) could be used at one time or another in the future. It was definitely information he was keeping.
'I'm sure you're doing her a tremendous favour, Pansy,' he said softly, smiling at her. 'It will be all right, you'll see. You'll help her.'