Walter's expressions as Sadie explains are a continuous chain of stricken-yet-not-surprised, worried, and not the least amount of guilt.

"He's- indicated something similar before, to me." And as much as Walter detests keeping this kind of secret from Ben, they both know how he feels about people worrying about him.

The second half of Sadie's explanation instills a bit more horror.

"So, you can receive Echoes of someone else's memories?"

He cuts himself off, not wanting to scare Sadie.

"But you can't control it?"

Perhaps like how Jimmy couldn't (yet) control noticing every small imperfection, or Sam Stone his sense of smell...