She's initially terrified of what might happen if she manages to pop them both off someplace else. She freezes in place, but she's so small in comparison to him that it's easy for him to tug her right along. There's a bit of stumbling as her legs move to catch up, but when she doesn't teleport somewhere right away she breathes a sigh of relief and tries to keep up with him.

"So you're all about dogs here too, huh?"

It's all she can think of in the moment to try talking about that isn't her own stupidity.