He knows that he can't do much to reassure her, much less now that she's not cooperative. He decides that focusing on the now is the most beneficial course of action.

"Do you believe there could be a reason why we are here?" before she can answer, he specifies "I do not mean us from Project Freelancer, rather everyone in this dimension."

He never really understood why he was brought on the Rig. His agents, yes, he could understand: they were fighters. Maybe Jorgmund was interested in his intelligence and thought it could be a valuable asset for their endeavours, it would make sense, but there is still a possibility that it wasn't just their doing, that there might be something else. If so, it could be an explanation for why they are here, in this seemingly unrelated place.