I mean, it obviously fuckin sucks, but it’s medieval politics. I’m pretty sure he also wishes he could’ve told her differently, but there’s a good chance that if he’d encouraged her to act as she wanted to, it could lead to an even more miserable outcome for everyone involved.
He does sort of have first hand experience with that sort of thing after all, what with how things went down with his brother and Finne’s mum, another arranged betrothal who loved each other from childhood only to end in misery because of noble intrigue and all that shit.