His expression while she told him about the ghost was hard to read. He had promised to believe her, and he did. Believing her was made a lot easier by the accuracy of her description, which pulled a visible, visceral reaction out of him. Pain, and a lot of it. He struggled to hide it, because he didn't want her to think that it was because of her.
When she climbed off of him he didn't even have a chance to pull her back, a little too numb with mild shock to do so. Then he moved toward her, settling next to her again. He wrapped his arms around her and held her for a long, long time before saying anything.