He considers what to say, knowing that he is wallowing in self pity. It wasn't something that he meant to share with anyone, especially his family. Maybe it was because she was still a stranger to him that he could at least admit to his sins. He had no respect to lose with her.

"I'm the reason that my wife and mother were killed." That his goodbrother died. "I abandoned my post to take my troops to protect Winterfell, but they turned against us." He swallowed, still able to hear his mother's cry of anguish as he sank to the ground.

Maybe he was feeling sorry for himself, but he needed this time to grieve. Even having his brother and sister with him didn't remove the sting. It only left him with shame.