He knew it the moment he saw her return. No matter how much he wanted to leave her, no matter how he knew he should leave her, no matter how he knew this all wasn't right, he could not leave her. And he feared he never would be able to. It wasn't what he wanted to do. It wasn't right to lead her on.
But she was already hurting so badly. She had held her calm until they were alone, concealed in his dorm room. Everyone else believed she was fine, believe she told the truth. It had been easy to swallow her smiles, drink in her light laughter.
But he knew her well enough to see the crack in her smile, the way her laugh was too high pitched, too forced. It was all an act, a facade and he could see right through it- she would've been able to, too. As soon as they were alone, Glinda crumbled into his arms, sobbing. "It's all lies, Fiyero, it's all lies." He can feel the raw, real tears soaking through his shirt. It was the first time she allowed him to see any genuine emotion in her other than happiness. "Everything they made me say, it's all lies."
"Shh," he gently tries to hush her, worried she would hyperventilate. She had a death grip on his thoroughly soaked shirt, afraid if she let go she would lose him too.
"But Elphie's gone! She did nothing wrong, but she's gone. The Wizard and Morrible, they're lying about her. She-she wanted me to come with her, but I was too afraid. Fiyero, she's going to get hurt or killed!"
He feels his own throat catch. At that moment he wanted nothing more than to go and find Elphaba, assure that no one would lay a finger on her. He couldn't let her get hurt... but he also could not leave Glinda like this. Elphaba wouldn't want him to leave Glinda like this. She wouldn't want him to lie either, but that was something he had to do, too. "She'll be alright. She's strong, she'll get out of this, Lin. This will blow over, it has to. Elphaba's not a Witch. She'll be fine."
She'd nearly calmed, but something set her off again into horrible, hiccuping sobs. "I should be with her, she shouldn't have to be alone. She asked me to come with her. She said she wasn't afraid, but I know she was. Fiyero! Fiyero, I'm horrible. I abandoned my best friend when she needed me. She was so strong, and I'm so weak and scared for my neck..."
He settled back onto his bed, pulling her into his arms. Both of them desperatly wanted to go after Elphaba, assure she was safe, pull her into their arms, keep her there. But neither of them could do that so they clinged to each other instead. In the quiet room they gave each other physical comfort, promised each other everything would work out, though neither of them believed it.