Bulma seems to think that speaking of it will (or rather will not) unsettle her. And not that through talking about it with others will make his feelings about the whole ordeal worse in ways he never thought they could be. It's easy to believe to how much he was at fault and how much to curse Sisyphus. It's harder to believe that he's not wholly to blame and that he should forgive Sisyphus or believe that knave has truly changed.

So to her insistence, Thanatos remains stubbornly silent. For as old as Thanatos might be, he shows that he's still one of the younger gods in the pantheon.