In Act V, why does the Gentlewoman refuse to repeat Lady Macbeth’s sleep talk to the Doctor?

In Act V scene i of Macbeth, the Gentlewoman, who appears to be some sort of attendant to Lady Macbeth, asks the doctor to come observe her lady's odd behavior. Lady Macbeth has been sleepwalking, performing strange acts, and saying suspicious things all while apparently unconscious that she is doing so. At the beginning of this scene, the Doctor asks the Gentlewoman to tell him what she has heard Lady Macbeth say. Here is the exchange:

DOCTOR: A great perturbation in nature, to receive at once the benefit of sleep, and do the effects of watching. In this slumbery agitation, besides her walking and other actual performances, what, at any time, have you heard her say?
GENTLEWOMAN: That, sir, which I will not report after her.
DOCTOR: You may to me, and ’tis most meet you should.
GENTLEWOMAN: Neither to you nor any one, having no witness to confirm my speech.

The Gentlewoman tells the doctor, "I will not report after her," which means she will not tell him what Lady Macbeth has said. The Doctor insists that it would be right for her to tell him the details. However, the Gentlewoman says she will not tell anyone, "having no witness to confirm my speech." She means that since she was the only one to hear what Lady Macbeth has said, she may not be believed or trusted. This may be true, but it seems there is a deeper meaning behind why the Gentlewoman may not want to reveal Lady Macbeth's words.
As we watch Lady Macbeth in this scene, we hear her say some incriminating information about herself and her husband. Some of her relevant lines are "Yet who would have thought the old man to have had so much blood in him" and "The thane of Fife had a wife: where is she now?" Since the readers know more about Lady Macbeth's and Macbeth's crimes than the two characters watching this scene, we are aware that Lady Macbeth is making reference to the murder of Duncan and then to the murders of Macduff's (Thane of Fife) family. She also references blood several times in the scene. All of these details are suspicious and reveal a guilty conscience. It is possible the Gentlewoman doesn't want to be the one who tells everyone what the Macbeths have done. As a close attendant to the queen, she would probably be violating the lady's trust and confidence.