He lets her, because she seems to be the type to want to fuss and there is no harm in letting her see that there is nothing to fuss over. He is used to letting those special women in his life have their head when they demand for it.

"And how long will your dragons live? Or you, for that matter? That, I feel, is part of the crux of my argument, Lady. For most, a bad decision lasts as long as they live. It can carry on beyond that, but they will suffer for only as long as they draw breath. Those who suffer under them can pray for that day, if there is suffering and not love. On either side of a good and just ruler or one who is bent towards tyranny and fear, a life is only so long. That, my Lady, is not may case. I have lived longer than any man should. My... regret has lasted that time."