She is steeling herself for something unpleasant. Talk of past lovers is never something that comes easy to the tongue, and she's chosen to say very little of Drogo save for that one rant she'd given him, and then her ability to have children. Daario's never been mentioned, and likely never would.

"That must have been difficult." Especially if she was someone he'd grown to care for. She can't keep herself from squeezing his hands, a silent I understand. Her fingers tighten a bit more when he mentions the girl's anger. That has her back stiffening and her eyes becoming sharper. "Has she attacked you here?"