Vicki, in the basement, flummoxed as to what to say to satisfy anxious Liz, and having just said something that upset her, says "I didn't say that"! It reminds me of Monty Python's Terry Jones in Erik the Viking calming the populace's fears about their city sinking fast into the ocean, by calling out very reassuringly, "This is not happening!"... while standing waist deep in ocean water.
After seeing it again tonight, that Roger/Liz scene in the bedroom was more interesting because I saw it as Liz commenting [spoiler]on the fact that each had his/her killing, and that it won't do for either of them to pry into the other's business.[/spoiler] Roger can't understand this without knowing her secret, so he sees it as just a one-sided exertion of authority, just when he was getting all mushy about her. I wonder if their parents went warm and then abruptly cold on them in this way, and I wonder if that's why Roger has problems empathizing with people.