I want to take a moment to acknowledge the trauma of this scene. Sansa, completely unconsciously, touched off what must have been such a sore, painful spot for Loras - not just the death of Renly, but the impact his death surely had on Loras in the intervening time. Because Westeros is a place where Loras and Renly’s romantic (and romantically physical) relationship could not be openly acknowledged (even if it were not a particularly well-kept secret), Loras did not have a socially established position of publicly mourning for Renly as a romantic partner. Worse, though, because Margaery was Renly’s widow, she did have the means - and indeed, to some extent the expectation - to mourn for him, and to be seen as mourning for him. Whether or not there was any sort of funeral or funereal ceremony held for Renly among his reacher loyalists (albeit without the corpse, which Loras himself made away with and buried alone), I could imagine that there would have been deference paid to the widowed “Queen” Margaery. For the time that he was there, among the circle of reach lords unwilling to bend the knee to Stannis, Loras would have had to hear men offering comfort to Margaery as the (assumed) grieving widow of their gallant King Renly, not saying a word about his own feelings toward the murder of the man he loved.
So beneath his courtly bearing, Loras’ pain comes across real and raw. His curt reply - that “[s]he was at Bitterbridge, though. She did not see” - highlights his own close proximity to the scene of the murder; he might not have seen Renly’s death happen, but he was there to find the body, and to kill Robar Royce and Emmon Cuy in his rage and grief. That he then cuts Sansa off in a noticeably sharp way, when she tries to imagine Margaery’s reaction to Loras’ death, underlines his unwillingness to hear any more condolences for his sister, even in the innocent fulfillment of societal expectation Sansa must have thought she was doing (of course, one should think about the poor grieving widow, how sad for her). Renly was never Margaery’s lover, as he and Renly (and probably Margaery) all knew; “it was Ser Loras who shared most of [Renly’s] jests and confidences” at the feast at Bitterbridge, Loras whom Renly begged to stay with him to help him “pray”, Loras whom Renly gave command of the van in what he presume would be his glorious victory over Stannis. He was the one who loved Renly, and whom Renly loved in turn - but it’s Margaery who holds the widow’s place, and who must consequently receive the comfort of polite society. Not a year out from Renly’s death here, even with someone who clearly meant him no ill will, Loras was being reminded yet again that his grief for Renly could only ever be private, and must take a backseat to Margaery’s approved public mourning.
