If Rogue had been expecting anything from him he really would have been at a loss. He didn't know what to say to her even when she didn't expect anything from him.
He could feel his cheeks burning red and he really hoped that she would mistake it for the cold getting to him. "I'm glad you told me." but he wasn't entirely sure he was actually glad about it. "I think, anyway." the second part was more mumbled out than anything. So Rogue probably knew things about him that he really didn't want anyone to know...how was he supposed to....
In the end he didn't even finish the thought, he just decided it was best for him to think about it before he started getting all defensive and awkward. "I should get back to work though." and he smiled at her in the most friendly way he could muster with the thoughts rolling through his mind before he stepped away. If she insisted, he would stay, but if not he would keep moving towards the prison.