Lena released him when he mentioned food, she wasn't hungry but they'd all be forcing food down her throat since she found out she was pregnant, it was enough to make her even more ill.
"Yes, Let us go." She said not entirely happy with the verdict, but what else could she do? If she were to let her child be born a Lannister there is nothing she could do to keep Tywin from marching on the Gate to get was 'rightfully' his. She wouldn't let him take the Vale from her, even if she had to have a son in secret raised a bastard. A confirmed son of Lena and Luthor; Jon Stone she thought the name silently to her self hoping the child was born a boy.