Maybe Fatina gave that little speech about Neeba so that Jil can have a clear conscience going forward. After Jil's speech, Fatina realized that her feelings were putting an unnecessary burden on Jil's mind. The only thing he should be worrying about is climbing the tower, catching up to Neeba and Kaaya, and dealing with Gilgamesh. Nothing else. So to clear his doubts once and for all, she indirectly tells Jil to stop worrying about her.
.................................