Hearing her question him about what he meant was definitely strange. He decided to voice it "Even if this is all just my dream you should know that. Is this some way to help me cope or something?" It's all he can come up with in the moment. Something told him that wasn't quite right.

"Okay I'll say it just don't leave because I did, okay?" Even talking about it struck a fear in Jaune. His heart rate went up immediately. There was an intense worry that the moment he admitted to it all that this pleasant dream would go away. Still he reasoned Pyrrha would want him to push forward. Face his fears.

He spoke softly, still holding her in that tight embrace, "That night... our last night at Beacon. You went up that tower alone and you died. I couldn't do anything to even try to save you. I had to call on Weiss and Ruby. They came, but it was too late. I didn't ask Ruby to describe the details. That would be way too cruel to her. All I know is that only your armor was left."

Jaune refused to mention the name of Pyrrha's killer. That was too much even for him trying to be brave for Pyrrha. He would face her down in reality, but he didn't want this moment to be destroyed by her arrival.