"When I was with Virginia, I went to these sorts of events fairly frequently. Cordelia would get so envious of me, it was really quite amusing." It's a rare moment of sharing, just for no other reason than he's in a mood to reconnect with her a little. It's not really information she can use against him, anyway.
"I'm not sure if it's my scene anymore, but there's a certain nostalgia associated with it."