
By what Penelope mean is that, Vinter is trusting her and especially the action of showing the rose. The rose that Vinter gave is Purple and from what Vinter said, it symbolizes "eternal love/love". By "lost your love" he asked where Penelope was headed which will be where Kalisto is then his mind eases which could also symbolize of him letting Penelope go, as from the last panels the rose petal fell which symbolizes that he lost his love for Penelope
(This is from my understanding please don't come for me anw I hope that answers your question!)

In my opinion Vinter didn't trust Penelope at first but he started to love her. There's a also the moment when Penelope emphasize the distance between Vinter and her.
Now the tables are turn. To show Penelope that Vinter can be trusted. He can only exposed his inner self that full of weakness and in that lies the Rose that symbolize his love for Penelope. So Vinter dug his heart (Rose) and offered all of his love to Penelope so that he can gained her Trust. The wilting of the Rose petals also indicated the despair Vinter experience by letting go of his ETERNAL LOVE and turning to UNREQUITED LOVE.
SO yeah everything becomes a joke to Vinter as Penelope finally got his trust and at the same time lost their chance to love each other
what does penelope mean with "I gained your trust but lost your love" ??