When Edgar was approached by his wife to come outside to speak with his daughter, he did not expect to find Penelope standing with Tyrion or to hear that they wanted to elope in the middle of the night whilst everyone else was distracted by the ball.
Edgar glared at Tyrion, as it was only sensible to assume that Tyrion was the one behind this idea.
Tyrion was lucky not to have run off with Penelope without informing Edgar, as then Edgar would have gathered every gun he owned to hunt down Tyrion.
"It is what Penelope wants," Alessandra said, holding onto Edgar's hand so he wouldn't leave her side. "Remember how much you love your daughter and want her to be happy."
Edgar hadn't forgotten how much he wanted Penelope to be happy. It was for that reason that Tyrion was still able to stand beside her, holding her hand while Edgar was present.