Spoiler, the duke runs frantically through the snowy mountains to find her after her escape attempt, and when he sees her lying half-covered in the snow, he stares for a while then said:

"Were you lost?"

"... ... Yes?"

"You got lost."

He repeated the same words like a spell. As if he was telling himself that he wanted to believe that.

I stared blankly at him. His expression was not well visible in the backlight.

"Tell me you're lost, Leonie."

He knows why she ran away and that she won't stop, but he just wants to desperately deny it so as to not break the peace. Kind of like convincing yourself not to see what happened because you'd rather erase that fact and live as usual.

The duke... has his circumstances but he isn't unsociable and isn't cruel.

Or course he shouldn't hold someone captive and drink their blood so regularly. But he listens to Leonie's complaints and compromises on the blood amount and fixes her situation.

He's not an awful person. You can see that he doesn't wish to drive Leonie into a corner either, he just can't let her go, and that's all Leonie wants.