she is feeling unwanted by the person whom she loves the most, it is very sad moment after realising that he has something connection with you, he feels something for you, that's why he is helping you and protecting you, but the person than tells that, he is doing all these things of their situation, not because they have any relation.
She felt that he has something for her, and Abhay cleared that if any girl was in Pia's place, he would do the same.
Jealousy entire different emotions for all of lovers, it is the fire which burns your stomach, which can make you mad and if it is not shown to anybody it can make you scream too.
She is jealous of Maithili, because Abhay's passionate love for her. If it was all about saving her life from the danger, than it left no choice for Pia to feel that he is doing charity by saving her not because he loves her. And this makes Pia miserable.
And it is like having the worst nightmare after watching the most beautiful dream.
She is so helplessly in love that, she is unable to stop her emotions infront of Abhay too.
She lived her life without the love of her parents and any siblings. And she seeks for that love, and one person she loves is the one who says that main uske liye apni jaan bhi de sakta hu.
It makes Pia more poor, because the unrequited love cuts like a knife, but are more dangerous because those cuts not make you bleed but still leaves the scars on the heart.
And did someone notice that on saturday's episode, while Pia told Abhay that she will go outof dehradoon and the college, his eyes had some what amount of water in it. And it was the tears, see it carefully, he had tearstained eyes too.
I am sure his eyes were in agony and tears too. And he is fooling himself by saying that he is doing this for Pia because of their situation, not because they have relation.
But remember during Romeo Juliet rehersal he catched Pia not T, if he would save any girl why didnt he catch T?
So he is fooling himself by denying the fact that he loves her.