The way Arthur keeps digging makes Henry laugh, though there is no joy whatsoever in the sound. Guess the man has a soft spot for kids. That's not to say Henry doesn't love his own daughter. He cares about her, her well-being, etc. It's just that he's absolutely terrible at working around his occupation and strange meta destiny. He still hasn't figured it out yet. It hasn't gotten that bad yet, as he still visits her time to time. While he's here though, well, obviously he can't do anything.

"What's stopping me from killing my own blood? Well, I'm sure one of these days, you could ask him that yourself."

In truth, he's also afraid of what would happen if he stops. Would he cease to exist, would he lose all importance in the narrative, would that resolve his weird early-mid-life-crisis? Would keeping all that be more important than her? Even after giving that all up would he still be able to have a normal relationship with her or one at all? There's so many questions, none he can answer with certainty, and that's what makes him clam up.

"It's time to go. She's watching us from the window."

They probably can't see her that well from here, but there might be a glimpse of a small figure in the dark.