"There is nothing they can do to any of us that cannot afford to be done. If anything, tempers will flare and blood will spill - it is nothing new and nothing that cannot be dealt with." Pride could not promise that nothing will happen to them - to do so would be naive and foolish - but he could promise that retaliatory action will be taken.
Envy's current stance with Lust could easily be changed by letting him know the truth. Pride knew the likely outcome of that; he didn't mind it either - the only reason he has kept it to himself is because she asked him to. And he tries; he tries to do what is asked of him.
Sometimes they kept things from each other so that it would hurt, but at other times secrets were kept in order to protect. Knowing wasn't always better than not knowing.
"We all learn from our mistakes. Perhaps her current 'bout' is a mistake, perhaps it isn't; either way, it will ultimately be good for her. She wants us to leave her be - we should leave her be."