Though he left the room and headed to the bedroom, Nathan kept an ear out for Claire, not just to catch anything she said, but to make sure that Sarah didn't need any assistance with a change of mental state with Claire. All he knew was to expect the possibly disjointed talking and the likely violence, since Claire hadn't been mentally unstable going in.
It was, perhaps, good that he was in the other room when Claire started talking about Sylar, as it left him room to ball his fists, curse under his breath and fight the urge to punch something without her having to witness it. These were stone walls, it would be a singularly bad idea, as would speaking up to be reassuring right now, given how he was gritting his teeth.
He'd dealt with Peter being effectively killed by Sylar before Claire had pulled the glass shard out of his head, he'd dealt with the knowledge that Sylar had ruined the lives – or outright ended them – of those from the explosion future, but he hadn't entirely dealt with Sylar holding his daughter down and hurting her like this, a hurt without physical pain. Claire might not have been the daughter he raised, but she was his daughter and the instinct to protect her was strong, fostered into an actual parental prerogative by these months here.
That parental prerogative stated Sylar needed to be drawn and quartered, but as that meant Sylar being near Claire again, Nathan would happily take the tradeoff that meant that sick psycho wouldn't be within a dimension of his daughter again.