Ziggy can't hear her readily because he is reliving a memory and if she stays. She will experience it first person. It starts with pain and drinking, heavily. The mind say that it will numb everything. Only it doesn't. The loss is still there and the crying and eventually outright screaming because the hurt needs to be vented. Then cocaine is added to the mix and more drinking. In this memory, it was the first attempt to drown out everything to just stop experiencing anything because he's alone. The heartbreak would be tangible even if she wasn't in his mind.

There's another thread with the memory, a fear that he is about to relive that, that Hiroki is gone.. lost to him again. Ziggy has just shut off. He doesnt want to be trapped in the memory but he doesn't want to wake up either. He thinks he's just seen Hiroki's spirit die and he can't shake the pain, can't disbelieve that is what has just happened before his eyes.