Of course, Lady couldn't just straight up say it to Fallon.
She couldn't tell him that she's the maker of this world - that he's one of the characters she wrote in a story for fun, and that he'll die because she thinks it'll be convenient for the plot. There's no way she'd say those out loud. Besides, doing so would only make her look like crazy. Like some wacko with a god complex. Even if she does confess it, she highly doubts he will believe it.
Even then, Lady can't help but feel guilty. Fallon didn't do anything wrong.
He doesn't deserve to die at such an early age.
'To be fair, I didn't actually write how he died. I just wrote, 'Calixtus had a son who deceased,' or something along that line. I didn't even give him a name then! He was only mentioned from time to time. Just how cruel was I…?!' she grimaced, taking a moment to think over what she just remembered and let them all settle in.