It’s a strikingly cold line from Never Say Never Again, and one that at least initially feels unnecessarily harsh.  Delivering such devastating news mid-tango is, in hindsight, a questionable tactical choice on Bond’s part, especially with Largo observing them from above.  One could argue that Bond deliberately chose this moment to inform Domino so he could manage her reaction, maintaining control of the situation and preventing an emotional outburst that might draw attention.  Even so, the logic is tenuous.  There’s nothing stopping her from halting the dance entirely, and she very well might have if Bond hadn’t immediately implicated Largo as the likely culprit.