He stops the pacing when she speaks so he can watch her. In lieu of the bond, he is paying particular attention to her expression and her body language to determine what she's feeling. He starts to push, to tell her it's important and then reconsiders. It's not important now, is it? They're both here and apparently there's no way to return home, not of their own accord. To his knowledge, there will be no one breathing down their necks and the last thing she remembers will not turn into a life or death situation. Even so, it's not in his nature to let something like that go, something that he's curious about, but in deference to the fact that he can tell she's upset, upset enough to not want to discuss it, he does let it go.
"Then I shall tell you what the last thing I remember was."
Of course he's going to edit. He will claim it's in the interest of making the story as concise as possible, but he is also making himself look better.
"There is a witch named Marnie, more powerful than we have seen since the Spanish Inquisition. She's managed to master necromancy. I don't have to tell you how worrisome that is to the undead population. Bill sent me to investigate. They were looking for a dead body to control and in a sense, they found one. In order to protect herself, Marnie cast a spell against me. She wiped away all of my memories. I had no idea who I was beyond my name and that I was a vampire. I didn't remember you or anyone else."
He pauses to think about that a moment because he hasn't really had a chance to and there's something interesting there. "I didn't remember you, yet when I was vulnerable, alone and scared--" yes, he admits to being scared, "I walked from Shreveport toward your home. You met me on the road back from Shreveport and took me in. We spent several weeks together and if you like, I'll enlighten you on what happened during those weeks. Suffice to say, they were pleasurable. Marnie gained control over me, directed me to murder many humans and vampires alike. You saved me, gave me my memories back. Shortly after you ended up in Marnie's store with Tara. I made a deal, my life for yours. Bill was about to decapitate me so I could uphold my end of the deal when I was pulled here. The timing was... fortunate."
There. You're caught up, Sookie. At least according to Eric.