[Zero has been nearby himself, just waiting but choosing not to interfere in anything. This is what she wanted and it would be hypocritical of him to deny her. So when her voice comes over the communicator requesting his presence--he goes with a heavy heart.
She is obviously distraught over her own actions, an emotion he can easily relate to over losing something so precious. Coming to her side, he kneels down, the weight of Bloody Rose more obvious than even his own heart at the moment.]
It hurts a lot more having them gone than you'd ever expect, doesn't it? Like a large part of yourself has died in the process...which...as a twin is pretty much exactly that...isn't it?