Roberto tells Sergio that he's heading off to a cinema in Mestre to watch a movie. When pressed for further details, he says that "we" will get there by walking. This raises the inevitable question as to who will be going to Mestre with Roberto.
Roberto tells Sergio that he'll be going with Memo, and maybe some others. When Roberto says "some others," he really means Samuele. But he can't bring himself to say his name, because Samuele is a Jew and Roberto's parents had always told him to be careful about the Jews. At first, Roberto wasn't allowed to visit their homes. Then he wasn't allowed to be seen in public with one.
At this point in history, life was becoming increasingly hard for Jews in Fascist Italy, with greater restrictions being imposed. One can only assume, then, that Roberto's parents didn't want their son to get into any kind of trouble on account of his friendship with Samuele.
Even though Mamma is still friendly with Samuele's mother, she still doesn't want her son to be seen out in public with a Jew. Roberto is acutely aware of this, so he doesn't tell his mother about going to the cinema with Samuele. It would just make her upset.