LORELAI: Not weirded out, even a little?
RORY: Why would I be weirded out?
LORELAI: Well, Dean coming over, bringing your stuff back.
RORY: No, I’m fine.
LORELAI: Okay. Although, you know, if you were weirded out a little, it would be okay. It wouldn’t mean that you don’t like Jess, or that you made a mistake. It would just mean the guy who was in your life for two years isn’t there anymore.
Dean drops off his “Rory box” of mementos, in order to return them to Rory. Although Rory brushes off Lorelai’s concerns that she might feel “weird” about it, when she takes the box to her room, she seems unable to open it and deal with the contents. She sits on the bed and eyes it with an unhappy, regretful (remorseful?), expression.
Note how Lorelai doesn’t miss a chance to mention not liking Jess, or making a mistake, even while trying to comfort Rory. We never see Rory return her “Dean box” to Dean – but then again, Lorelai told her that such memory boxes were to be kept as a lifetime reminder of a previous relationship.