I really adore his internal feeling that she does, in fact, need to feel the anguish. Even if this is not her fault in specific; it is the machinations of those above her. But.
To brush off the sorrow of these deaths would be to take these lives lightly. To be a knight is to wield a sword is to cause death. To be a knight is to have stature is to have your actions matter, and cause harm. It is responsibilities weight.