He didn’t deny to be precise. He refused to talk about it.
He is angry and hurt. This is something personal to Sai and him and he didn’t want to discuss anything here. In an ideal scenario he may have, like he discusses with Sunny, but today his relationship with Samrat is strained and he is struggling to gain back his trust. They already have so much between them to sort out here. But most importantly the reason is his decision. He has decided to walk out of Sai’s life as he thinks she doesn’t love him and this is only a sort for arrangement for her. She is only in this marriage to honour his promise to her father. So by bringing in his feelings in the open he doesn’t want to complicate the situation. He wants to set her free and is now not ready to share his feelings for her due to fear of rejection and insult. He is in a way trying to protect Sai as well, as he doesn’t really want anyone to compel her to do anything that she is not willing for his happiness. No one should raise any questions on her, owing to his feelings for her.