"...She, uh..." decided to get some air? For maybe forever?. He could lie about it, tell her they hadn't encountered the mist and that Luna was just visiting her sister but odds were that Rogue saw that message Luna left as she ... went crazy. Or something.

Remy just sighs in internalized defeat. No point to it.

"Mist got her good." And that's all he's going to say about that for now. Rogue can draw her own conclusions from there. It's also hopefully enough to tell her that it got him good too. He just isn't sure how bad yet.