The look of concern was too much, even if it was just briefly. If he ever explained what his training with Snoke had been like, he knew she would just pity him. He didn't want her pity, he didn't want anyone's pity. He killed Snoke, that was the end of it.
He didn't need pity.
"... I heard she's meant to be good," it's a neutral comment. He's spent time at the temple outside of his training with Rey - even if it's not much - he hears the rumors.