Why does Juliet tell the nurse that her advice about marrying Paris has comforted her?

This is because, at this point, Juliet does not trust the nurse anymore. She does not want to share any more secrets. The Nurse and Juliet seemed to have a close relationship at the beginning of the story but as time went on, the Nurse started to betray Juliet.

The Nurse told Juliet of Romeo’s death. As an advice, the nurse said that Juliet should consider marrying Paris instead. This option will make Juliet a wife of another man, one that she does not love. From that point on, Juliet did not trust Nurse anymore. Take note that Nurse loves Juliet very much that she treats Juliet like her own daughter.