It was only when Feng and Bolin explained to him why Tianshi Xue was mad that he truly understood how she was feeling. She thought that he would be gone for long. Prince Qui was honestly feeling proud at how he held out from telling her the truth.
It would not have been safe if she knew that he would be back soon. She should be miserable as a wife should be because her husband was out of the walls. It had to be believable for Empress Li Xiu that he was not going to appear anytime soon and destroy what sort of fantasy was running through Prince Xiaodan's head.
His brother clearly had ideas that were not going to come true about him and Tianshi Xue.