That's the purpose of the line, "I just need to do some...thinking," or as ronster suggested, "I just...need to be alone for a while." I'm hoping that it's implied that he's simply going off to ponder on the recent paternity test (implied by putting on the glove while stating the line), internally torn about what to do. I also want to draw your attention to the fact that I didn't use the first part of the lightsaber construction deleted scene. I'm thinking of a way of having Vader reach out to Luke mentally. I've been mulling over this idea: after the Emperor's arrival and sensing his desire "to continue his search for young Skywalker," Vader then goes to meditate, calls out to Luke, maybe show Luke in his cockpit with his eyes closed, and then move on to the next scene.

Now we know what's running through Luke's head, and we still have a reason to understand why he's so distraught when Leia asks him, "What is it?"

EDIT: Those are my thoughts as well on the Coruscant thing. It just doesn't seem reasonable. But this is a collaborative project, so I definitely want to hear the argument for putting it in there.