"I don’t dislike you" is a lie. "I really like you" would be much more accurate.
"I don’t care about you" is a lie. "I care too much what you think about me" is more accurate.
But James rationalises - he lies to people for a living. He acts, puts on a pretense. Becomes someone else, someone more suave, who knows what to say and when to say it. Lying about this, it is much easier than being himself.
Lily does not like James, after all. This pretense is to save them both from conversations that go nowhere and platitudes that mean nothing.
He cannot know that “I’m not disappointed” is as much a lie as his own, after all.
He is an actor, not psychic.
[Lily laments the lost chances of actually becoming a friend with a costar, one that is genuinely friendly and intelligent and talented. But really, it is her own fault for her hasty presumptions and careful professional attitude.
"Really, I’m not disappointed" is a lie. "I wish we could start over" is what she thinks. She would do things differently if she could go back.]