Rover was ready to bring Denia back to Black Shores right then and there. Given her circumstances, it really would have been the best option for her, now that the Startorch no longer protects her and the New Federation is after her.
But the way Denia rejected that offer before it was even spoken foreshadowed the feelings that would later be revealed.
The reason she refused, the reason she kept her true intentions hidden, was because she didn't want to place another burden on Rover's shoulders.
Denia knows the kind of person Rover is. The moment she becomes part of Black Shores, the moment she becomes part of his life, and he learns the truth about her condition, he would cross the endless void for her without hesitation.
"...But you? Where does your suffering end?"
Denia asks Rover this in her Thought V. She knows if it came to that, he would throw himself into the endless void once more just to save her.
And after witnessing the exhaustion he has carried through the recent events, Denia cannot bear the thought of becoming the reason he suffers again.
That is why she chooses silence. All she can do now is sever the anchor between Aleph-1 and Lahai-Roi, ruin the Grand Architect's little game with Rover, and leave him with a promise.
A promise that this is her choice. A promise that he does not need to chase after her into the void again.
A promise that no matter how far apart they are, there will come a day when they can find their way back to each other. So whatever Rover wants to say now, he can tell Denia the next time they meet.