He could've guessed that it would have had something to do with Penny.
"We haven't spoken in months," Percy said quietly, though his next words were delivered stiffly, with a touch of annoyance. "Though if we do I will of course be happy to let you know how she's doing. Why you think I would know anything else about her I don't know."
To involve himself in even the smallest way in Penny's affairs would jeopardize her safety, wherever she was, whatever she was doing. He'd only made it this far in the Ministry by staying out of that sort of thing. Sarah couldn't understand. How could she?