One thing he had been trained to do was withstand the pain and effects of the cruciatus curse. "Crucio me and if I can still make it to you then you know it's me. I can think of very few others who can will themselves out of the curse." Hopefully she would recognize the claim as reality and not follow through with the curse. However, she was not one to conform which was one of the things that endeared her to him.
He didn't want to put words to the filth he found himself in until she had satisfied herself that he was indeed Rodolphus. It had taken him weeks to get used to this place and there were still days where he missed the luxury of his own home. There was much he needed to tell her and explain. Like the fact that he might be imprisoned here due to a stupid whiny brat's inability to man up.