If he shared at coffee shop then Anandi too was going to talk to Shiv about this even if she tried to defend Sanchi at the coffee shop.
Anyway, DS and Bhairon were the only ones who were approachable for him back then. Guilt or whatever he needed to talk to Bhairon at least and even Bhairon had said to Jagya recently that though he supported him, he would have preferred that he had shared everything with him once. Mujhse baat toh kar leta - this is what Bhairon said.
Bhairon was not that anti-Jagya at that time.