He just held her, wrapping his arms around her tightly and stroking her back gently. He wouldn't tell her not to cry. This time, she needed to cry, needed to let it out. He remembered his own difficulties, dealing with the inevitable guilt that came with being a leader.
He just held her and made comforting noises, kissing the top of her head gently. "Let it all out. Don't hold anything back." This was the only way she would be able to deal with the emotions properly. Otherwise they would be bottled up, and things like this should never be bottled up.