They don't say anything after that. Elsa decides to take a nap, mostly to give Anna some space to think.
The other reason is simply because she's pregnant and tired, and if she's asleep, then she doesn't need to pee.
Anna doesn't blame her. There's a peacefulness when she sleeps. A softness. Elsa deserves every moment, Anna thinks as her eyes flicker to her swollen stomach. All of them
And her story... She only said it to cheer Anna up. There was no need. To make Anna happy, she only has to be there...