She makes a sharp sound that's not really a laugh when he says that people surprise you sometime. Clearly not something she has too much experience with.

"See, that's your problem. You've decided I'm someone that might not come back. Truth is, I'm worse than the monsters. And my friends- just like me- are capable of taking care of themselves, so I'm not particularly concerned if they come looking for me. I got the warning. I neither need or want an escort."

She's not the sort to play such elementary games, or fall into simple emotional traps.