Dean knew that it was a side of Lia that hardly anyone got to see, aside from the whole ordeal was emotional. Even so, it didn't catch him off guard, letting her embrace him in order to feel secure. To feel safe. If that's what she needed at the moment, Dean was there for her.
As he got her into his arms as comfortable as possible, Dean shook his head as an initial answer to her words. "You have nothing to be sorry about. None of this is your fault," he spoke as he headed into the direction of the infirmary. He knew that Pomfrey would be asking him questions, and he'd have no answers to give her. A part of him still torn to look back where the incident occurred, but knew that Lia was a priority, making sure she was safe and taken care for. And when she calmed down some, he'd find out where it happened and take a second look. Odds were that whoever did this, had no time to clean up and just get the hell out of there, since the brunette was causing a scene by running through the corridors.
"And you're not stupid. Don't say that - Hey! Lia," he jostled her a bit to keep her awake as he continued forward. "Stay with me okay. Tell me what you can remember." Dean wasn't sure how hard her head had been struck, but knew that it was important that she stayed awake the entire way there. It didn't stop him from quickening the pace.