She respects him far too much to ever take such liberties with his mind. As much joy as she takes in being close to him, in this way and in others, she understands the importance of privacy. Now, however, she's more concerned with sharing her own thoughts than in examining his.

And what she wanted to share should become readily apparent. She drew his attention to her hands, utterly bare except for her wedding band, and then she spoke, though in his mind, rather than out loud.

"This place has taken Nenya, my king- that which I have sworn to hold in safety."

It's not entirely rational, she knows, but she can't shake the feeling that she has failed in her obligations. Along with her words, Celeborn may have sensed shame, anger, and frustration. There's so much she could have done to protect the people here if she were at her full power. And for this place to have such a power- somehow she feels like it's her fault, as if she could have- should have- protected it somehow.