He doesn't begrudge her still watching the apparition. He'd kept his eyes on Mello's for quite some time when he'd seen it, albeit for different reasons.

Nathan can miss a lot in conversations, often falling flat in reading common social cues or why they crop up. But here, the protest is noticeably weak and the hesitance obvious. She is lying, and not doing a very good job. Like she is trying to convince herself of her own words as much as she is trying to convince him.

"Your house isn't in that direction . . ."