Lily pretends to be outraged by Marshall's little fantasy.
She couldn't even begin to pull it off if she tried to act indignant about his being attracted to other women – not with the way she finds her eyes drawn to Barney every time he shows up in a particularly striking new suit, and even more so in the rare moments when he's a little less than perfectly attired –not with the way she listens a little too closely to his more detailed stories, more curious than she'd like to be about his sexual antics, and the skill with which he carries them out.
She can pretend to be outraged, at least, that Marshall feels the need to kill her off in his head every time he wants to think about another woman.
After all, her own personal method is nowhere near so cruel, or so permanent.
In her fantasy, she only thinks Marshall's dead.
He's gone off on some fantastical adventure, in search of illusive evidence of some rumored but unconfirmed creature – Nessie, or the mysterious Yeti, or some new, obscure thing that's yet to be discovered. Or maybe he's off saving the planet in some very hands on, mortally dangerous way – and she hasn't heard from him in months – and then, eventually, years.
He's missing, presumed dead – and she's so distraught, so overwhelmed with grief, that she doesn't see Barney's typical, ludicrously obvious scheme for what it is, until it's too late. She allows him to offer her comfort – and she allows him to "comfort" her right into his bed. In her fantasy, Barney is a ridiculously talented and generous lover, and she enjoys their time together – although she never completely forgets about Marshall, the love of her life.
Then, of course, after the fact, she figures out how he'd been scheming to take advantage of her grief – and "punishes" him in ways no kindergarten teacher should know how to carry out.
And of course, that's ridiculously fun, too.
Once she's had her fun – and her curiosity sated – she conveniently receives the joyous news that her beloved Marshall isn't really dead, after all, and he comes home, and they share a beautiful reunion.
Yeah, her fantasy is just as cheating-free, and nowhere near as brutal and final as Marshall's.
She has no reason at all to feel bad for it, she decides as she watches Barney cross the bar to take his seat at their table again, his unmistakable swagger doing things to her, making her feel things that she'd rather not admit to feeling. No reason to feel guilty, she assures herself as she looks away, clearing her throat and adjusting the collar of her blouse, wondering when it got so hot in this damn bar.
No reason. No reason at all.