Henry can't find time to visit Catherine for two days. When he does visit, Catherine tells him how much she has missed him and asks him to say that he loves her. He does, though he knows it is a lie. He thinks that Catherine is probably somewhat crazy, but also that he prefers her to the women in the officers' brothel. Although he has no intention of loving her, he decides he will try to learn the rules of her game and play it.
Catherine has an emotional need to replace her dead fiancé. At this point, Henry is merely physically attracted to her. Both of them have something to gain from pretending to have deep feelings for the other: Catherine's loss will be easier to bear, and Henry will get to sleep with her.
After they kiss for a while, Catherine surprises Henry by acknowledging that they are playing "a rotten game." They continue to kiss, but she then suddenly stops, tells him he doesn't have to say he loves her, at least not for a while, and sends him home.