Apparently they weren't going anywhere, because Albus was having some kind of nervous break down and Harry wanted to help, but emotions weren't his thing. When Ron got all upset, he'd just stomp off until he was ready to talk. It was how they dealt with things. He didn't think it was supposed to work the same way with children, except these children were about his age. Maybe the truth would be better.
"I'm sorry, but you did die. In 2029. I was the last-" Maybe he had that right thing that would click things in place. Harry took the letter he carried in his pocket. There were enough spells to ensure that it wouldn't get ruined. "Here. This is from my older self. Your father. I'm guessing you'd recognize my handwriting."
He stepped closer, still keeping Teddy behind him. "Read it," he said handing it to Albus. "Show it to your brother as well. I think this might convince you."