Throughout the day that has just passed, Anna kept bringing up topics of conversation that had to be shelved for later.
Now that Anna is finally alone with Dolly, she has forgotten everything she wants to say.
At last Anna asks about Kitty, expressing her hope that Kitty isn't too angry. Dolly says that she is forgiving, but acknowledges that there are some things you just don't get over.
Dolly brings up the idea of divorce, arguing that any other children that Vronsky and Anna have will not be legitimate.
To Dolly's surprise and shock, Anna says that she won't be having any other children. After her illness (and here there's an ellipsis, a series of dots that marks that something is deliberately being left out.) But the implication is that Anna asked the doctor to make sure that she couldn't conceive any more children. Dolly is horrified by this news, because she finds it unnatural.
Anna tells Dolly quite pragmatically that, if she loses Vronsky, she will have nothing. She has to keep herself attractive and focused on him, and pregnancy would spoil her figure. Anyway, all of her children would be "unfortunates" (i.e., bastards) unable to respect either their father or their mother.
Dolly thinks bitterly of her own beauty having been eroded after six children, but she still can't believe that Anna would not want children. What is more, she thinks of Oblonsky's frequent affairs, and realizes that relationships based solely on looks never last. So she feels profoundly concerned for Anna.
Dolly feels suddenly that there are depths of Anna's soul that she cannot penetrate, topics that the two women can't discuss.