Dahlia had grown attached to Katherine and her future grandchild. She wanted to live with Henry and Kate as a small family.
But at the same time, she feared that Katherine would despise all of them once she knew Henry impregnated her just to use her baby as a bargaining chip for Marlon.
It was so heinous that Dahlia would have to let go of Katherine and her grandchild if she decided to leave, she had no way to defend Henry for what he did.
Dahlia remembered her last conversation with Henry about Kate.
—
'She doesn't need to know, Mom. W—We are in love, and I abandoned that plan long ago!' Henry defended himself after Dahlia called him out for his cruelty. 'I want to have a family with her! She is the only woman I want to marry!'