Because he needed to think of HER and what was best for HER. how could she ever mover on if he had said yes? Then she would have been torn between staying with him and leaving. The only way for her to ever mover on with her life was for him to lie and be stuck with his own hurt feelings and let her go. She DID mover on.. And it was best for HER.M
I can't really remember, but I do remember some of the context of the scene. Since Jeanne was broken that she found out Tony was not who he said he was all along, she didn't believe anything he said anymore. So, instead of fighting her and telling her that it was real, he did what he thought was best and lied to her, telling her that none of it was real. Well, she asked that, and he said no.
