He doesn't know if his parents had secrets from each other, and never will know, but he does know that they each had a major secret that they were keeping from their families. Ned, too, was keeping a secret, not just from his wife but from his entire family, and in fact all of Westeros. Which may have changed his relationship with certain people, but it didn't prevent him from having them. There's no reason for secrets to hinder their relationship either, especially as there's no chance that these secrets somehow relate to each other.

"Yours, then." He won't protest her decision. He'd asked for a reason. He locates one of the servants and instructs for some wine to be sent to her bedchamber. This part, at least, of his new life he's used to, after growing up in Winterfell and then having a steward at the Wall. "Lead the way then."