She's still with him. But it's this next part that is critical. If she doubts him here, then he can't possibly continue further.

"Lord Vorkosigan." Title first, because Sonia will understand the subtle distinctions involved. "Lord Miles Vorkosigan."

There. Now he's either fucked this all to hell or taken a step towards having someone from his family know the truth. It's freeing. He's terrified.