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So when Penny came back and burst into crying into Callisto's chest, he was panicking and didn't know what to do, like what we see in here. But in the novel, he first said "why are you crying? did I do something wrong?" then since she's not replying back and that's when he said "i'm sorry, it's my fault", he's really worried and wanted her to stop crying since it will exhaust her more. Remember, that they were walking in the desert before getting inside Leila's tomb/temple.