He last statement hurts somewhere in his chest, not really for himself, but because he knows it must upset her that he doesn't believe in her. But he can't.

"The only people who I believe ever loved me have eventually tried to kill me, or I have killed them. I don't want you to be either of those."

It's irrational, and stupid, but love is a twisted thing to him and it always ends in death or at least heartbreak. Some part of him is just wondering how long it will be before the same happens with Daphne.