It's not just having done bad things-- though they'd rather not share a bunch of murders with Naminé, either, to be honest-- but also the bad things done to them. Memories of being tortured, experimented on, programmed, and literally brain-fried are not something Soldat wants her to have to see and experience. No one should have to experience that.

They consider her offer for a minute, then finally decide more data is required. This memory might be relatively safe, but the ones surrounding it most likely are not. "How much detail do you see. When you search through memories for something. Do you see the memories around them? Or related memories? Do you." A pause. How best to phrase. "Is it like these, where you experience the memory, too?"