It's not like he ever wouldn't, if he were given the opportunity, but he appreciates the sentiment. It had been really scary! Scarier than he'd been ready for. He's just glad that it mostly turned out okay. Given the circumstances... he can only imagine how it could have been worse.
"...I was really scared when you hadn't made it back from the party. Dad almost got taken too, and I wish I hadn't been so messed up. I could have been there sooner."
Both to the party and to where he found Peridot. She's right, it would have been better if that part hadn't had to happen at all.
"It's... It's not any of our faults. We weren't the ones hurting people."
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"...I was really scared when you hadn't made it back from the party. Dad almost got taken too, and I wish I hadn't been so messed up. I could have been there sooner."
Both to the party and to where he found Peridot. She's right, it would have been better if that part hadn't had to happen at all.
"It's... It's not any of our faults. We weren't the ones hurting people."