That way madness lies
Lear:
No, I will weep no more. In such a night
To shut me out? Pour on; I will endure.
In such a night as this? O Regan, Goneril!
Your old kind father, whose frank heart gave all—
O, that way madness lies; let me shun that;
No more of that.
As the storm continues on the heath [see MORE SINNED AGAINST THAN SINNING], King Lear ponders filial ingratitude. His wicked daughters Regan and Goneril, between whom he divided his kingdom, have turned Lear out into a furious storm, just to show him who's really in charge. Since he has spent the last three scenes dwelling on his daughters' crimes, it's strange that Lear should now wish to sidestep the topic. "That way madness lies," he figures, and he's correct; he's been going mad for the length of Act 3, and it's another symptom of madness that he pretends to shun what he's already obsessed over.
Perhaps the king should ponder instead his own "frank heart." He seems to have dealt with his daughters—including the devoted and rejected Cordelia—more as a king than as a father. To recognize truly that he was "sinning" as well as "sinn'd against" would hasten his collapse.