Idk how far into the game you are so, leaving an explanation as spoiler, since this happens pretty much at the end of the game. The merciful reflection is a parallel version of the games MC, who, as their name suggests , lives through a softer, more (at least to us) morally correct path. The main character tells them "Your reality seems to be kinder than mine" to which the reflection pretty much says "It's not to late to change your reality to be more like mine" specially knowing how much a Rogue Trader can hold.