[Her words are of no real surprise. Not for the most part. It was so soon after the point he last remembers from home.
Nor is it awkward. There's no reason at all for him to question anything. Ai is Kuran's biologically, yes, but that absolutely doesn't mean that he'll automatically dislike her. Nor what he ended up engaging in with Yuuki. If anything, Zero just imagines it was a way for him to continue to be with her, even if in a roundabout way. Or something along those lines.]
I'm sorry that having you recall it aloud leaves you feeling like that.
[His hand this time goes to rest upon her head. He speaks a bit more quietly.]
. . . No apologizing, either. That's just how it ended up happening, right? I'm so grateful to know that I was able to be there for you, and of course Ai. To be able to support you like that is all I ever hope to do.