“No. Not me. I don't — I don't think so. I don't know. I don't remember.”
It's vague enough to be more troubling than if they knew the whole truth of it. They have the sense that they shouldn't have said anything; it should have remained a secret. They just want him to understand why it's frightening to them.
They bend over to rest their forehead against his neck, right where the neck and shoulder meet.