RORY: So I’m guessing that you’re not any closer to telling your parents about Henry.
LANE: I mean, what are the options if I tell them? They hate him, and it’s over. They love him, and he therefore becomes odious to me and it’s over. Things are working out fine the way they are.
RORY: You mean calling him Rory on the phone in case your mom’s listening?
LANE: I’ve grown fond of my cage, Rory.
Caught in between the choice to either be forced to break up with Henry, or have her parents approve him so that she loses all interest, Lane has made the choice to maintain a tenuous connection with Henry based on phone calls. The little that Rory has been asked to do to help Lane and Henry is already irritating her, most likely because she can’t see any end in sight.
Lane is aware that she has created the situation out of fear – not so much that she’s fond of her cage, as that she’s scared of going outside it. Rory knows Lane’s background and situation, and could be a bit more understanding, but her patience has clearly run out.