Castiel might not fully understand the struggle that Meg was currently enduring, because that struggle was not the same as the struggle he faced when he was torn between his duties, the pull of that and then wanting to do what was truly right and would ensure free will won out. But, he understood the test that going against ones nature could be, because questioning like he'd done, actually beginning to feel things and attempting to form his own thoughts, that went against everything he'd been conditioned to in Heaven and he was sure the same could be said for what Meg was going through now, when it came to what she knew as a demon and her experiences in Hell. It was why a part of him didn't want to push her, to crowd her but on the other hand, he also knew he needed that assistance and she was the only person here in Oakdell he truly wanted to be around as much as he was.
Perhaps that was why he told her she didn't need to leave. Not because he was acknowledging that she nearly did and he would have to wonder if she would have and been gone for a period of time or if she would have returned in a few hours' time. It was his words and actions that were making it a point to show he wasn't going anywhere, at least not without reason to and usually, that was all thanks to their needing their own space. It was just the confusing part where she tried to break off away from him and distance herself, because he wondered why she would do that, if they were otherwise considered to be "alright".
Castiel did as she requested of him and moved over, to allow her to have space on the bed as well, but didn't move into her space moments later. He remained at a proper distance, but still intimate. The film was only starting, after all and he had a habit of moving around every so often and would likely find a way to rest his head on her at some point, be it in her lap or otherwise.
"Does this end differently than the Casablanca film we watched the other night?" He was curious, because that one ended on a note of the two lovers taking their separate ways and it was rather sad, considering he didn't understand why they did it.