Considering how on edge Setsuna had been at first, scared he was in trouble with the conversation that started all of this, Setsuna's entire body went tense when Steve grabbed for him muscles rigid until he was in Steve's arms and realized Steve just wanted to comfort him.

As for Kurai.... Kurai vanishing wasn't what hurt Setsuna. Sure, he missed her, but the last thing he ever wanted for her was for her to be in Hell, especially this one.

To Steve's apology, he looked up, confused, and asked, "What are you sorry for?"