He's not making sense. Betty doesn't realize he doesn't remember what happened. So she answers the only way she knows how.

"Safe."

That's where they were. Somewhere safe.

He still didn't look well. Maybe he needed something. Food, perhaps? Without another word, the mermaid turns and darts into the ocean, disappearing under an easy wave.

She's gone for a space of time, appearing once again with her mouth holding a large fish. She puts it into her hands, holding it out to him. Eating fish usually made her feel better.