"You don't want your friends to know," his tone on the word 'friends' show that there is... hostility there. Largely because they're members of the Resistance and are actively working against the First Order, but also because they're there with her. When he cannot be. She turns from him to them and he understands - that's the worst of it, he does understand (sort of) - and it hurts.
Not that he would ever admit to any of that.
"What was said?" He only heard her part of the conversation, after all.