"I am afraid." She does not want to say it out loud, but nor does she want to lie to him. That would be not well done, and serve no purpose but acting as a creator of more problems. Better to speak the truth, no matter how embarrassing it may be. For her, anyway. While Arwen is fairly assured that the ranger will not shun her for fear, it is still a distasteful state of mind.

It could also be interfering with her perception. "And perhaps not as warm as I would like."