It doesn't matter that Zevran is unarmed, because the fact that he's moving closer is enough. Whether Cade continues hiding his face because he's that badly off or because he's too ashamed to let someone see him cry, it's unclear, but also irrelevant. At the question, he shudders, then slowly sink to the grounds, curling into a ball and clutching at his head with both hands as he sobs. He can't answer, because that would involve admitting it, and speaking it aloud. And that would make it real, not a memory long-hidden and avoided.