Gustave wouldn't have wanted her to put herself in danger, not for him, and he doesn't need or want an apology, so he's glad he doesn't have to awkwardly dodge that conversation and they can focus on this maze.

"We could flip a coin for it. Heads is left, tails is right? Leave it completely to chance." Gustave had a theory that if they didn't choose at all, the maze had no power over them, but there was only one way to test that.