I like how a lot of people either missed or straight up ignore the context of why he didn't go after her. He may be an idiot, but in this scenario, what exactly could he do?
He gave her all of the freedom in the world to let loose her grief and problems and even his own shoulder to cry on because he knew that she wouldn't be ok, especially when she'll be at her lowest, and how does she respond?
"I'm fine." Just like every other time he asked, that has always been her response.
At that point, she closed all of her doors in front of him, and he knows that going after her and forcing her to open up to him will lead to her pushing him away further.