Lee is slow to understand, and after a minute she's still not sure she does. There are a lot of things 'found out' could mean and she doesn't want it to be about her.
"I'm sorry," she says. "I'm so sorry." She's not sure what to say - maybe it will blow over? But she doesn't know, she's only met the man once and has no desire to do it again, the first time devastated her emotionally. She doesn't know enough about their relationship to tell him anything useful, let alone comforting, which she is not even good at under the best of circumstances. All she'd have to say would be useless platitudes.
She just holds him instead, her arm around him sliding up his back, her gloved fingers tangling in his hair.