Harry is a pragmatist, and his intimate knowledge of the way Hollywood works means he understands the kinds of repercussions Evelyn will face if the press uncovers the truth about her relationship with Celia. He shows his care for her not by reassuring or coddling her, but by warning her about these repercussions, which suggests that, though he can’t guarantee she’ll have an easy time, he’ll be there for her anyway.