Whisper has cognitive dissonance in what she's been told and what she sees occurring in the world. She highly suspects but has always kept a happy demeanor despite the tragedies in her life. This is devastating news for her, confirming her doubts.
However, if she didn't believe the Divinities, why would she just believe the Prisoner? To her, it is more important to understand what his purpose is in saying those words... More to come - next week.