Obviously Lying
Jessica could always tell when Steven was lying since he was a bad liar and always hid it on his face. Jessica understood that he was making this up on the spot when he told her that stopping his stroll right now would probably cause a significant decline in his mental health. Given that one of her few beefs with Steven was that he never really believed in mental health, it was not even a very good attempt at a deception.
Avoiding Confrontation
But she didn’t want to express her thoughts to him and potentially create a very contentious conversation with her husband. He was there for her in sufficient amounts, thus he ought to be permitted to continue going on these strolls. But Jessica found it irritating that Steven couldn’t be open with her about why he valued these walks so highly. What could he possibly be concealing from her in these woods?