The strange thing about Zaroff's reply is that he thinks that Rainsford is sickened by his long swim before he arrived, however, we know that he is sickened by the thought of Zaroff's library of heads he has mounted and the idea of the "game" he has created.
Explanation:
Before Rainsford excuses himself, Zaroff invites Rainsford to view his collection of heads of men that he has hunted. When Rainsford claims that he is not feeling well, Zaroff's thinks that he is tired from the swim when in reality, he is sickened by Zaroff's horrifying "game" he has created. The point is: it does not enter Zaroff's mind that Rainsford might be sickened at Zaroff's custom of hunting humans.
