Rose was definitely confused about what he meant, "What do you mean? I'm here.. I'm not going anywhere. I know you.. think.. thought I was dead but that's before all this. And I'm here.." she just looked up at him exasperatedly because she didn't know what else to do. She wasn't exactly going to let him go either.
She just held onto him and rubbed his back, "I'm sorry.. I didn't mean to.. die on you.. I'd never..." she trailed off.