He is dangerous, Sam. He killed a friend of mine, and he is living with Lucifer. He should not have been near you.

[And surely not representing himself as a friend, as he surely had. Or talking about something that wasn't his business to begin with.]

You had reason to want to know. I don't blame you for doing so, and neither should anyone else.

[And a small pause, because he feels that he owes a bit of an explanation as well.]

I didn't want you to know because it is not your responsibility. You should not carry the weight of what happened.