Philip Pullman said this quote

And Pantalaimon didn't ask why, because he knew; and he didn't ask whether Lyra loved Roger more than him, because he knew the true answer to that, too. And he knew that if he spoke, she wouldn't be able to resist; so the dæmon held himself quiet so as not to distress the human who was abandoning him, and now they were both pretending that it wouldn't hurt, it wouldn't be long before they were together again, it was all for the best. But Will knew that the little girl was tearing her heart out of her breast.