She wanted to tell Cordelia everything, but part of her feared Cordelia's response. She knew Cordelia for long enough to know that she was never fond of masking her emotions; if she hated someone, she let them know point-blank to their faces.
If Daphne told her what Atticus tried to do, there was a high chance Cordelia might simply decide to confront him― and then Atticus would know that Daphne mistrusted him still, throwing away the cover of normalcy.
Daphne was nowhere near ready to go to war against her husband, and she didn't want to pull innocents into their conflict either.
She had even briefly harbored the thought about staying in Xahan while Atticus went back, only to realize it would be tantamount to giving her husband free reign to do whatever he liked in Reaweth.
No, for better or worse, she was stuck with him.
