She's sure it began as insurance. Now Nebula is too uncomfortable to show herself. She knows she won't be able to mingle or rather believes that. It will take more time for her to adjust.

Gamora looks down, not knowing or really desiring to explain. She doesn't asking how he knows about her. She's positive any member of the team would have brought up her disappearing act at this point. There's no need to point fingers.

"In these situations." She takes a breath and forces herself to explain the situation as calmly as she can. "Nebula and I are sisters. We were held together as prisoners for most of our lives so it's difficult for us to trust anyone. It's especially hard for her. She endured far worse than me during our captivity." So he can get why she doesn't feel up to this.