But what about Harold?

I love "Arthur" but I could never understand one line/scene. It's when Arthur has told Susan that he doesn't love her and Linda is there. Susan says to Linda "but what about Harold?", a reference to Linda 's fictional husband that she made up in an earlier scene when Susan came upon Arthur and Linda in the stable. What always confused me was Linda's response which is something like "you poor thing". Why does she say that? Is it because she realizes that Susan is so gullible? It has always bothered me for some reason...