I mean her goal is to die, so he's ultimately doing her a favor by not saving her, and he can't necessarily trust her until that point because he can only truly trust himself in that place. Remember people abhor the undead, and the only reason he's kinda down with it is because his entire living life was filled with literally torture until the moment he died, and this is kind of the life he never had. For her, this was a torment and I'm sure she's glad it's over.