Having been caught on the hop by Sofia's veiled accusation aimed at Livia, Paolo was recovering as he thought things through. Sofia's analysis and advice seemed very plausible and it suddenly hit him that he might become a prime suspect of Tony's if he were seen to be remotely close to Livia, particularly if that closeness by any chance hinted at intimacy with the widow. Sofia's advice was extremely sound, even if there was a tinge of jealousy underpinning it.
Paolo had to distance himself completely from Livia... but that might be very difficult... and might be fraught with danger.