@Starbright That's the thing — he
does nice things, but he doesn't
say nice things.
Unlike Brilliant, Roxant is terse, reserved, and poker-faced; he doesn't express himself much at all, and when he does, he doesn't do it very well. His actions are kind and thoughtful, but he's so gruff about them that if Leah only listened to his words she might get angry with his apparent rudeness or insensitivity. Roxant is tsundere, essentially, and Leah's statement was her recognizing that.
"He just can't say nice things" — she realizes that he's not going to say something just to be polite, he has trouble being honest about emotionally-charged topics, and he's going to be blunt and sound prickly. But at the same time, she sees that he's going out of his way to be helpful (in his own straightforward, businesslike way) and that he has assessed her emotional state and offered the one thing that will reassure her the most (staying and going through the documents, rather than fretting at home, unable to do anything).
Since he's so tsun, he gives two different practical excuses for why she should stay, because he can't just say, "I know you're worried. I can't give you honest reassurance, but I can let you know exactly what the facts are as we discover them. Having assessed your character previously, I know that will reassure you. So why don't you stay?" But she sees his intentions hidden behind his brusque manner, and she appreciates them.