Their trainings under the same master must have been so different. Anakin would have been very upset if Ahsoka had been seriously injured during training, moreso than most of the Jedi Masters she knew. A lot of them would have considered it part of training. A part to be avoided if possible, but they wouldn't have gotten as emotional about it as she thought Anakin would.
When he told her that Anakin had killed his father, Ahsoka closed her eyes, unable to block out the emotions anymore. They came flooding back to her, and her eyes filled with tears. She felt terrible.. Like she'd failed him. She knew that she was the Padawan and he was the Master. No one would have put that responsibility on her. Still, they had a bond and she felt like she should have stopped him somehow. "I'm sorry," she said, crying now.