He's afraid of her dying or worse. Like what happened to his step-mother, or like the probably many stories he's heard growing up of the brides not living very long. He likes her (like he just told her while delirious), but he's more afraid of what he currently believes to be a curse will do to her. I do think he needs to talk to her about this stuff, but also like, they're still strangers kinda. Unless I'm missing some time skips here, they haven't known each other very long. I don't know beyond what we've read on here thus far, but I have a hunch the curse might not be as simple as he thinks, and her time in hell might be a crucial key to unveil the truth of everything.
Ml is pissing me off