"If he were here, he'd be here." There's an unspoken he knows better there, somewhere, but... it needn't really be said. She doesn't look particularly agitated by the news of his presence (or lack thereof, as it stands); it's what it is and nothing more.

Far from favouring the happy reunion that's at risk of playing out before her, Bellatrix keeps her eyes trained on Lucius. Her sister's put forth a valid query, after all, and she's just as curious as to the answer - and aware of the fact that she's the more likely of them to get an honest one.