Sometimes it's a good idea to not say a word. Be it from fear or some other reason. But so long as it's a good reason.

[And in his mind this was a very good reason to not tell her anything and pretend nothing is wrong.]

Technically it's not lying if she never asks. Plus because we're from different time periods. If you know movies, screwing around with that can potentially change history. We do not want to be the cause of history potentially getting worse.