It wasn't McCoy's fault she was stubborn. Kirk had been there for two years already with Shego, just trying to force some sense into her head, so blaming McCoy for what was happening didn't really register with him. It was Arya's fault for being a brat and the Admiral's for being an ass.

It really didn't occur to him that it could be McCoy's fault because at least he had the deal, at least he'd put out the effort to try and save him. It was maybe his own stupid fault for doing stupid and reckless things that landed him in places like this.

So he just sniffled again and leaned into his friend harder.